Computing, Telecommunications and Control
Computing, Telecommunications and Control Peter the Great St. Petersburg Polytechnic University
Since 2008
ISSN 2687-0517
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  • №4 December 2024
  • №1 March 2025
  • №2 June 2025
  • №3 September 2025

Articles by keywords "Levy process"

Computation algorithm of arbitrage free price of financial commitment based on up to state sampling of Levy processes

Mathematical Modelling: Methods, algorithms, technologies
Belyavsky G.I. Niconenko N.D.
  • Year: 2012
  • Issue: 3
  • 0
  • 5866
  • Pages: 56-59

Fast and efficient pricing barrier options under regime-switching levy models

Mathematical Modelling: Methods, algorithms, technologies
Kudryavtsev O.E.
  • Year: 2010
  • Issue: 1
  • 0
  • 5980
  • Pages: 136-141