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V. Arkin

3 papers hereh-index 8272 citations51 works total

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author position
  • first author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

most citedVariational View to Optimal Stopping Problems for Diffusion Processes and Threshold Strategies

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

q-fin.MF2015

Real Options and Threshold Strategies

Vadim Arkin, Alexander Slastnikov

The paper considers an investment timing problem appearing in real options theory. Present values from an investment project are modeled by general diffusion process. We prove nece…

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