S. Kuchuk-Iatsenko

The weak convergence of Greek symbols for prices of European options: from discrete time to continuous

Y. Mishura, S. Kuchuk-Iatsenko, 2015 .

Application of Malliavin calculus to exact and approximate option pricing under stochastic volatility

Y. Mishura, Y. Munchak, S. Kuchuk-Iatsenko, 2016, 1608.00230.

Pricing the European call option in the model with stochastic volatility driven by Ornstein--Uhlenbeck process. Exact formulas

Y. Mishura, S. Kuchuk-Iatsenko, 2015, 1510.01848.

Option pricing in the model with stochastic volatility driven by Ornstein--Uhlenbeck process. Simulation

Y. Mishura, S. Kuchuk-Iatsenko, 2015, 1601.01128.