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Publications by Andrei Fursikov

Static Hedging of Barrier Options With a Smile: An Inverse Problem

ESAIM - Control, Optimisation and Calculus of Variations

Computational Mathematics

Systems Engineering

English

The Ginzburg-Landau Equations for Superconductivity With Random Fluctuations

International Mathematical Series

English

Related publications

Semi-Static Hedging of Barrier Options Under Poisson Jumps

International Journal of Theoretical and Applied Finance

English

Installment Options and Static Hedging

English

Efficient Hedging of Options With Probabilistic Haar Wavelets

ISRN Probability and Statistics

English

Pricing Multi-Asset Options With an External Barrier

International Journal of Theoretical and Applied Finance

English

Commodity Options as an Alternative to Hedging Live Cattle

English

Pricing and Hedging Basket Options With Exact Moment Matching

Insurance: Mathematics and Economics

English

An Inverse Eigenvalue Problem.

English

Efficient Computation of Hedging Portfolios for Options With Discontinuous Payoffs

Mathematical Finance

Applied Mathematics

Social Sciences

English

Hedging of American Options Under Transaction Costs

Finance and Stochastics

English