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Publications by Nikolai Dokuchaev
Computation of the Implied Discount Rate and Volatility for an Overdefined System Using Stochastic Optimization
IMA Journal of Management Mathematics
Management
Finance
Applied Mathematics
Economics
Simulation
Management Science
Management Information Systems
Modeling
Strategy
Econometrics
Operations Research
Discrete Time Market With Serial Correlations and Optimal Myopic Strategies
European Journal of Operational Research
Information Systems
Simulation
Management Science
Management
Computer Science
Modeling
Operations Research
Related publications
Implied and Local Volatilities Under Stochastic Volatility
International Journal of Theoretical and Applied Finance
Economics
Econometrics
Finance
Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II
Risks
Management
Finance
Economics
Strategy
Accounting
Econometrics
On the Short-Time Behavior of the Implied Volatility for Jump-Diffusion Models With Stochastic Volatility
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
A CNN Based System for Predicting the Implied Volatility and Option Prices
Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
SSRN Electronic Journal
Intraday Volatility Forecasting From Implied Volatility
International Journal of Managerial Finance
Accounting
Management
Finance
Business
A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
SSRN Electronic Journal
Analogy Making and the Structure of Implied Volatility Skew
SSRN Electronic Journal
A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model With Applications to the Study of the Short-Time Behavior of the Implied Volatility
SSRN Electronic Journal
