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Author

Andrey Itkin

4 books found

Cover of Reviews in Modern Quantitative Finance

Reviews in Modern Quantitative Finance

Andrey Itkin · First published 2024

Cover of Generalized Integral Transforms In Mathematical Finance

Generalized Integral Transforms In Mathematical Finance

Andrey Itkin, Alexander Lipton, Dmitry Muravey · First published 2021

Cover of Fitting local volatility

Fitting local volatility

Andrey Itkin · First published 2020

Cover of Pricing Derivatives Under Lévy Models

Pricing Derivatives Under Lévy Models

Andrey Itkin · First published 2017