Vadim Kaushansky
Titolo
Citata da
Citata da
Anno
Semi-analytical solution of a McKean-Vlasov equation with feedback through hitting a boundary
C Reisinger, V Kaushansky, A Lipton
European Journal of Applied Mathematics, 2019
15*2019
Simulation of particle systems interacting through hitting times
V Kaushansky, C Reisinger
arXiv preprint arXiv:1805.11678, 2018
152018
Numerical analysis of an extended structural default model with mutual liabilities and jump risk
V Kaushansky, A Lipton, C Reisinger
Journal of computational science 24, 218-231, 2018
132018
On the first hitting time density of an Ornstein-Uhlenbeck process
A Lipton, V Kaushansky
arXiv preprint arXiv:1810.02390, 2018
112018
On the first hitting time density for a reducible diffusion process
A Lipton, V Kaushansky
Quantitative Finance, 1-21, 2020
102020
Transition probability of Brownian motion in the octant and its application to default modelling
V Kaushansky, A Lipton, C Reisinger
Applied Mathematical Finance 25 (5-6), 434-465, 2018
42018
A nonparametric method for term structure fitting with automatic smoothing
V Kaushanskiy, V Lapshin
Applied Economics 48 (58), 5654-5666, 2016
4*2016
Physics and Derivatives: On Three Important Problems in Mathematical Finance
A Lipton, V Kaushansky
The Journal of Derivatives, 2020
32020
Оценка кривой бескупонной доходности на российском рынке облигаций
ВА Лапшин, ВЯ Каушанский, МЗ Курбангалеев
Экономический журнал Высшей школы экономики 19 (1), 2015
12015
Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem
V Kaushansky, C Reisinger, M Shkolnikov, ZQ Song
arXiv preprint arXiv:2010.05281, 2020
2020
Numerical methods for structural credit models with mutual liabilities
V Kaushanskii
University of Oxford, 2019
2019
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–11