Mikhail Urusov

According to our database, Mikhail Urusov authored at least 4 papers between 2012 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters.

Julia Ackermann, Thomas Kruse, Mikhail Urusov

SIAM J. Financial Math., 2021

2018

Regression-Based Complexity Reduction of the Nested Monte Carlo Methods.

Denis Belomestny, Stefan Häfner, Mikhail Urusov

SIAM J. Financial Math., 2018

Stratified regression-based variance reduction approach for weak approximation schemes.

Denis Belomestny, Stefan Häfner, Mikhail Urusov

Math. Comput. Simul., 2018

2012

Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models.

Aleksandar Mijatovic, Mikhail Urusov

Finance Stochastics, 2012