Andrey Itkin is the author of 4 books in this catalogue: Pricing Derivatives Under Lévy Models, Generalized Integral Transforms In Mathematical Finance, Fitting local volatility and Reviews in Modern Quantitative Finance. Their catalogued work centres on Derivatives Pricing, Mathematical Finance, Numerical Methods, Options and Volatility and Portfolio Optimization.
Identity. This author profile is linked to persistent identifiers listed below, taken from bibliographic provider records that name this person on the books above.
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