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Publications by Sergey Zuev

Evolution of American Option Value Function on a Dividend Paying Stock Under Jump-Diffusion Processes

Bulletin of Belgorod State Technological University named after. V. G. Shukhov

English

GPS and IMU Require Visual Odometry for Elevation Accuracy

English

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Option Pricing Under a Double Exponential Jump Diffusion Model

SSRN Electronic Journal

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Bounds for Perpetual American Option Prices in a Jump Diffusion Model

Journal of Applied Probability

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American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models

Proceedings of the American Control Conference

Electronic Engineering

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Α-Quantile Option in a Jump-Diffusion Economy

Applied Optimization

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Cliquet Option Pricing in a Jump-Diffusion Lévy Model

Modern Stochastics: Theory and Applications

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The Valuation of N-Phased Investment Projects Under Jump-Diffusion Processes

SSRN Electronic Journal

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On a Dividend-Paying Stock Options Pricing Model (Sopm) Using Constant Elasticity of Variance Stochastic Dynamics

International Journal of Pure and Applied Mathematics

Applied Mathematics

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Option Pricing With Discrete Time Jump Processes

Journal of Economic Dynamics and Control

Applied Mathematics

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Stochastic Volatility Jump-Diffusion Model for Option Pricing

Journal of Mathematical Finance

English