Kudryavtsev O E

Presentations in Math-Net.Ru

1. Risk measures for variable annuities under Levy processes
   O. E. Kudryavtsev
   9th International Conference on Stochastic Methods
   June 6, 2024 10:45   
2. A Simple Wiener-Hopf factorization method for pricing options with barriers in Levy-driven models
   O. E. Kudryavtsev
   Seminar on Analysis, Differential Equations and Mathematical Physics
   June 23, 2022 18:00