10 citations · 15 across the 9 of their papers we have counts for
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q-fin.PR2010
Analytical and Numerical Approaches to Pricing the Path-Dependent Options with Stochastic Volatility
Yu. A. Kuperin, P. A. Poloskov
In this paper new analytical and numerical approaches to valuating path-dependent options of European type have been developed. The model of stochastic volatility as a basic model…
cond-mat.mes-hall2010
Spin-filter modeling by means of extension theory methods
L A Dmitrieva, D N Krupa, Yu A Kuperin
The problem of spin-dependent transport of electrons through a finite array of quantum dots attached to 1D quantum wire (spin gun) for various semiconductor materials is studied. U…
physics.soc-ph2010
Statistical and Multifractal Properties of the Time Series Generated by a Modified Minority Game
Yu. A. Kuperin, M. M. Morozova
In this paper it was developed a modification of the known multiagent model Minority Game, designed to simulate the behavior of traders in financial markets and the resulting price…