Grechko Alexander Sergeevich

Publications in Math-Net.Ru

1. Monte Carlo method for pricing lookback options in Lévy models
   
   Teor. Veroyatnost. i Primenen., 69:2 (2024),  305–334
2. Universal Monte Carlo method for Lévy processes and their extrema
   
   Russian Universities Reports. Mathematics, 29:147 (2024),  233–243
3. Fast calculation of integral convolution operators in problems of evaluating options in Lévy's models
   
   Zh. Vychisl. Mat. Mat. Fiz., 64:12 (2024),  2243–2261