Oleg Kudryavtsev

Orcid: 0000-0003-4331-0204

According to our database¹, Oleg Kudryavtsev authored at least 3 papers between 2009 and 2026.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2026

A new real option methodology for the quality-by-design pharmaceutical research and development.

[DOI]

Eur. J. Oper. Res., 2026

2024

A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes.

[DOI]

Comput. Manag. Sci., June, 2024

2009

Fast and accurate pricing of barrier options under Lévy processes.

[DOI]

Finance Stochastics, 2009