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Books by Andrey Itkin

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MICROSCOPIC THEORY OF CONDENSATION IN GASES AND PLASMA

MICROSCOPIC THEORY OF CONDENSATION IN GASES AND PLASMA

Author: A L Itkin

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Pricing Derivatives Under Levy Models

Pricing Derivatives Under Levy Models

Author: Andrey Itkin

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GENERALIZED INTEGRAL TRANSFORMS IN MATHEMATICAL FINANCE

GENERALIZED INTEGRAL TRANSFORMS IN MATHEMATICAL FINANCE

Author: Andrey Itkin

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REVIEWS IN MODERN QUANTITATIVE FINANCE

REVIEWS IN MODERN QUANTITATIVE FINANCE

Author: Andrey Itkin

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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

Author: Andrey Itkin

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