Anton Yurchenko-Tytarenko

According to our database, Anton Yurchenko-Tytarenko authored at least 2 papers between 2023 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2024

Option Pricing in Sandwiched Volterra Volatility Model.

Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko

SIAM J. Financial Math., 2024

2023

Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises.

Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko

Numer. Algorithms, June, 2023