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researcher

Andrey Itkin

1 paper here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.CP1
ORCID 0000-0002-0796-6946
same name
  • Andrey Itkin — 7 papers, h 2
  • Andrey Itkin — 6 papers, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedMultilayer heat equations: application to finance

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.CP2021★ 1 cited

Multilayer heat equations: application to finance

A. Itkin, A. Lipton, D. Muravey

In this paper, we develop a Multilayer (ML) method for solving one-factor parabolic equations. Our approach provides a powerful alternative to the well-known finite difference and…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.