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Sergey Shahverdyan

3 papers here

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

author position
  • middle author1
  • last author2

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

fields
  • math.OC1
  • q-fin.PR1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

most citedA New Approach to Model Free Option Pricing

1 citations · 1 across the 3 of their papers we have counts for

collaborators

3 papers

math.OC2015

Strong Duality of Linear Optimisation Problems over Measure Spaces

Raphael Hauser, Sergey Shahverdyan

In this work we present two particular cases of the general duality result for linear optimisation problems over signed measures with infinitely many constraints in the form of int…

q-fin.PR2015★ 1 cited

A New Approach to Model Free Option Pricing

Raphael Hauser, Sergey Shahverdyan

In this paper we introduce a new approach to model-free path-dependent option pricing. We first introduce a general duality result for linear optimisation problems over signed meas…

q-fin.RM2014

A General Duality Relation with Applications in Quantitative Risk Management

Raphael Hauser, Sergey Shahverdyan, Paul Embrechts

A fundamental problem in risk management is the robust aggregation of different sources of risk in a situation where little or no data are available to infer information about thei…

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