Anatoliy V. Swishchuk

Identifiers

• name variant Anatoliy V. Swishchuk 0.60 · backfill

Papers (2)

1. A level-1 Limit Order book with time dependent arrival rates q-fin.TR · 2017 · author #4
2. Modeling and Pricing of Covariance and Correlation Swaps for Financial Markets with Semi-Markov Volatilities q-fin.PR · 2012 · author #2

Mentions

• 1205.5565 #2 · backfill · confidence 0.70 Anatoliy V. Swishchuk

Frequent Coauthors

• Bruno R\'emillard 1 shared papers
• Giovanni Salvi 1 shared papers
• Jonathan A. Ch\'avez-Casillas 1 shared papers
• Robert J. Elliott 1 shared papers