Vladimir Surkov

Option Valuation using Fourier Space Time Stepping pdf

Sebastian Jaimungal, Kenneth R. Jackson, Vladimir Surkov, 2007, ArXiv.

Levy Based Cross-Commodity Models and Derivative Valuation

Sebastian Jaimungal, Vladimir Surkov, S. Jaimungal, 2011, SIAM J. Financial Math..

Parallel option pricing with Fourier Space Time-stepping method on Graphics Processing Units

Vladimir Surkov, 2008, IPDPS.

Parallel option pricing with Fourier Space Time-stepping method on Graphics Processing Units

Vladimir Surkov, 2008, 2008 IEEE International Symposium on Parallel and Distributed Processing.

Fourier Space Time-Stepping for Option Pricing With Levy Models

Sebastian Jaimungal, Vladimir Surkov, S. Jaimungal, 2007 .

Parallel Option Pricing with Fourier Space Time-Stepping Method on Graphics Processing Units

Vladimir Surkov, 2007 .