Andrey Itkin

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Andrey Itkin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Peter P. Carr
  2. Alan L. Lewis
  3. René L. Schilling
  4. Roger Lee
  5. Liuren Wu
  6. Dilip B Madan 5
  7. Helyette Geman
  8. Ole E. Barndorff-Nielsen

Who trusts Andrey Itkin overall

  1. Robert J. R. Elliott
  2. Guang-Hua Lian
  3. Jan Kallsen

Papers from Andrey Itkin's perspective

Ordered by how strongly the researchers Andrey Itkin trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Option Valuation under Stochastic Volatility
  2. A new approach for option pricing under stochastic volatility
  3. An Introduction to Probability Theory and Its Applications
  4. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  5. Robust Replication of Volatility Derivatives
  6. Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatilities
  7. Stochastic Volatility for Lévy Processes
  8. Time-Changed Levy Processes and Option Pricing ⁄
  9. Financial Modelling with Jump Processes
  10. Information Theory, Inference, and Learning Algorithms

Their papers