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Dmitriy V. Levchenkov, Ph.D.

Affiliations: 
2007 Cornell University, Ithaca, NY, United States 
Area:
Operations Research, Finance
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"Dmitriy Levchenkov"
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Parents

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Thomas F. Coleman grad student 2007 Cornell
 (Dynamic strategies: Generation, properties, and forecasting returns.)

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Publications

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Levchenkov D, Coleman TF, Li Y. (2011) Risk-minimization hedging under nonoptimal exercising Journal of Risk. 13: 63-93
Levchenkov D, Coleman TF, Li Y. (2009) Estimating a hedge fund return model based on a small number of samples Infor. 47: 43-58
Coleman TF, Levchenkov D, Li Y. (2007) Discrete hedging of American-type options using local risk minimization Journal of Banking and Finance. 31: 3398-3419
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