Andrey Itkin

4 books • 2 series

Oct 28, 2021
Cover of Generalized Integral Transforms In Mathematical Finance

Generalized Integral Transforms In Mathematical Finance

Feb 26, 2020
Cover of Fitting Local Volatility: Analytic And Numerical Approaches In Black-scholes And Local Variance Gamma Models

Fitting Local Volatility: Analytic And Numerical Approaches In Black-scholes And Local Variance Gamma Models

Feb 28, 2017
Cover of Pricing Derivatives Under Levy Models

Pricing Derivatives Under Levy Models (Pseudo-Differential Operators, #12)

Jan 1, 1997
Cover of Microscopic Theory Of Condensation In Gases And Plasma

Microscopic Theory Of Condensation In Gases And Plasma (Series on Advances in Mathematics for Applied Sciences, #44)