Math Finance Publications

Some people claimed that for an unknown reason clicking on a hyperlink does not open a presentation. If this is the case, please click on the hyperlink by a right mouse button and then use "save target as" to save the file at your own computer. This works fine by all means.

N	Authors	Title	Published	Link	Text
1	Andrey Itkin	Pricing options with VG model using FFT	arXiv.org > physics > physics/0503137
			Extended version prepared for the VG Conference (see Presentations)

Articles in journals

N	Authors	Title	Published	Link	Text
1	A. Itkin, P.Carr	Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case	Review of Derivatives Research

Math Finance Publications

Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case