Roman N. Makarov

Orcid: 0000-0002-0935-9445

Affiliations:

Wilfrid Laurier University, Department of Mathematics, Waterloo, ON, Canada

According to our database¹, Roman N. Makarov authored at least 5 papers between 2005 and 2025.

Collaborative distances:

Dijkstra number² of seven.
Erdős number³ of seven.

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Bibliography

2025

Sentiment-Driven Statistical Modelling of Stock Returns over Weekends.

[BibT_eX]

[DOI]

Pablo Kowalski Kutz

Roman N. Makarov

Comput., 2025

2017

Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts.

[BibT_eX]

[DOI]

Giuseppe Campolieti

Roman N. Makarov

SIAM J. Financial Math., 2017

2010

Exact simulation of Bessel diffusions.

[BibT_eX]

[DOI]

Roman N. Makarov

Devin Glew

Monte Carlo Methods Appl., 2010

2007

Stochastic Algorithms with Hermite Cubic Spline Interpolation for Global Estimation of Solutions of Boundary Value Problems.

[BibT_eX]

[DOI]

Roman N. Makarov

Elena V. Shkarupa

SIAM J. Sci. Comput., 2007

2005

Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models.

[BibT_eX]

[DOI]

Giuseppe Campolieti

Roman Makarov

Proceedings of the 19th Annual International Symposium on High Performance Computing Systems and Applications (HPCS 2005), 2005

Roman N. Makarov

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