Computing, Telecommunications and Control
    Computing, Telecommunications and ControlPeter the Great St. Petersburg Polytechnic University
    Since 2008
    ISSN 2687-0517
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    • №2 June 2026
      Submission deadline: 29 May 2026
    • №3 September 2026
      Submission deadline: 31 August 2026
    • №4 December 2026

    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
    • 8536
    • 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
    • 8775
    • Pages: 136-141