Pupashenko N S

Publications in Math-Net.Ru

1. Reselling of european option if the implied volatility varies as Cox-Ingersoll-Ross process
   
   Theory Stoch. Process., 14(30):4 (2008),  114–128
2. On the Normalizing Multiplier of the Generalized Jackson Kernel
   
   Mat. Zametki, 80:1 (2006),  20–28