Vadim Shcherbakov
2014
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Vadim Shcherbakov trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Vadim Shcherbakov's perspective
Ordered by how strongly the researchers Vadim Shcherbakov trusts endorse each paper. Same corpus, a different order for every researcher.
- Options, Futures, and Other Derivatives
- Brownian Motion and Stochastic Calculus
- Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
- On the constructions of the skew Brownian motion
- Convergence of Probability Measures
- Pricing Derivative Securities
- Mathematical methods for foreign exchange
- System Control and Rough Paths
- On the integral of geometric Brownian motion
- Laguerre Series for Asian and Other Options
Their papers
- DENSITY OF SKEW BROWNIAN MOTION AND ITS FUNCTIONALS WITH APPLICATION IN FINANCE (2014) — 73 citations