Andrey Itkin

Books
REVIEWS IN MODERN QUANTITATIVE FINANCE REVIEWS IN MODERN QUANTITATIVE FINANCE
REVIEWS IN MODERN QUANTITATIVE FINANCE
2024
GENERALIZED INTEGRAL TRANSFORMS IN MATHEMATICAL FINANCE GENERALIZED INTEGRAL TRANSFORMS IN MATHEMATICAL FINANCE
GENERALIZED INTEGRAL TRANSFORMS IN MATHEMATICAL FINANCE
2021
Fitting Local Volatility Fitting Local Volatility
Fitting Local Volatility
2020
Pricing Derivatives Under Lévy Models Pricing Derivatives Under Lévy Models
Pricing Derivatives Under Lévy Models
2017