Ekaterina Voltchkova : Citation Profile

Are you Ekaterina Voltchkova?

Toulouse School of Economics (TSE)


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   1 years (2005 - 2005). See details.
   Cites by year: 51
   Journals where Ekaterina Voltchkova has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 0 (0 %)


   Permalink: http://citec.repec.org/pvo143
   Updated: 2022-06-25    RAS profile:    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ekaterina Voltchkova.

Is cited by:

Reiss, Markus (2)

Belomestny, Denis (2)

Dhaene, Jan (1)

Ewald, Christian-Oliver (1)

Fajardo, José (1)

Siu, Tak Kuen (1)

Vargiolu, Tiziano (1)

Reichmann, Oleg (1)

Cites to:

Main data

Where Ekaterina Voltchkova has published?

Recent works citing Ekaterina Voltchkova (2021 and 2020)

YearTitle of citing document
2020Option pricing in illiquid markets: a fractional jump-diffusion approach. (2020). Leonenko, Nikolai ; Hainaut, Donatien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020003.

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2020Valuing Tradeability in Exponential L\evy Models. (2019). Mathys, Ludovic. In: Papers. RePEc:arx:papers:1912.00469.

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2021Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality. (2021). Gonon, Lukas. In: Papers. RePEc:arx:papers:2106.08900.

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2021Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing. (2021). Udeani, Cyril Izuchukwu ; Sevcovic, Daniel. In: Papers. RePEc:arx:papers:2106.10498.

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2021Pricing S&P 500 Index Options with L\evy Jumps. (2021). Liang, Nan ; Xie, Bin. In: Papers. RePEc:arx:papers:2111.10033.

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2021Intra?Horizon expected shortfall and risk structure in models with jumps. (2021). Vasiljevi, Nikola ; Mathys, Ludovic ; Farkas, Walter. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:2:p:772-823.

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2021Numerical algorithm based on extended barycentric Lagrange interpolant for two dimensional integro-differential equations. (2021). Zhang, Wei ; Huang, Jin ; Liu, Hongyan. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:396:y:2021:i:c:s0096300320308845.

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2021Variance Gamma process in the option pricing model. (2021). Drahokoupil, Jakub. In: FFA Working Papers. RePEc:prg:jnlwps:v:3:y:2021:id:3.002.

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2020A splitting strategy for the calibration of jump-diffusion models. (2020). Zubelli, Jorge P. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:3:d:10.1007_s00780-020-00425-4.

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2021Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models. (2021). Schwab, Christoph ; Gonon, Lukas. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:4:d:10.1007_s00780-021-00462-7.

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Works by Ekaterina Voltchkova:

2005Integro-differential equations for option prices in exponential Lévy models In: Finance and Stochastics.
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