Victor Lapshin

Inconsistencies in bond market quotes: Is it the wrong model or the wrong data?

Victor Lapshin, V. Lapshin, 2017, J. Comput. Sci..

Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach

Victor Lapshin, Sergey N. Smirnov, Marat Kurbangaleev, 2017 .

Term Structure Models

Victor Lapshin, V. Lapshin, 2009 .