3 citations · 3 across the 2 of their papers we have counts for
3 papers
q-fin.PR2022
Valuation of Music Catalogs
Sasha Stoikov, Ivan Kosyuk
We propose a risk neutral approach to forecast the cashflows of music catalogs, based on historical revenue data. We use a discounted cashflows formula to produce reasonable ranges…
cs.IR2021★ 3 cited
Evaluating Music Recommendations with Binary Feedback for Multiple Stakeholders
Sasha Stoikov, Hongyi Wen
High quality user feedback data is essential to training and evaluating a successful music recommendation system, particularly one that has to balance the needs of multiple stakeho…
q-fin.CP2019
A model-free backward and forward nonlinear PDEs for implied volatility
Peter Carr, Andrey Itkin, Sasha Stoikov
We derive a backward and forward nonlinear PDEs that govern the implied volatility of a contingent claim whenever the latter is well-defined. This would include at least any contin…