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S. M. Kravchenko

1 paper hereh-index 111 citations4 works total

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most citedForecasting Stock Options Prices via the Solution of an Ill-Posed Problem for the Black-Scholes Equation

7 citations · 7 across the 1 of their papers we have counts for

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1 paper

q-fin.MF2022★ 7 cited

Forecasting Stock Options Prices via the Solution of an Ill-Posed Problem for the Black-Scholes Equation

Michael V. Klibanov, Aleksander A. Shananin, Kirill V. Golubnichiy +1

In the previous paper (Inverse Problems, 32, 015010, 2016), a new heuristic mathematical model was proposed for accurate forecasting of prices of stock options for 1-2 trading days…

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