Ivan Smirnov, Ph.D.
Affiliations: | 2013 | Mathematical and Statistical Sciences | University of Alberta, Edmonton, Alberta, Canada |
Area:
Applied Mathematics, FinanceGoogle:
"Ivan Smirnov"Parents
Sign in to add mentorAlexander Melnikov | grad student | 2013 | University of Alberta | |
(Dynamic hedging: CVaR minimization and path-wise comparison.) |
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Publications
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Krasin V, Smirnov I, Melnikov A. (2018) Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes Annals of Finance. 14: 195-209 |
Melnikov A, Smirnov I. (2012) Dynamic hedging of conditional value-at-risk☆ Insurance Mathematics & Economics. 51: 182-190 |