2005
Cont, Rama and Voltchkova, Ekaterina
(2005)
Integro-Differential Equations for Option Prices in Exponential Lévy Models.
Finance and Stochastics, 9 (3).
pp. 299-325.
Cont, Rama and Voltchkova, Ekaterina
(2005)
A finite difference scheme for option pricing in jump diffusion and exponential Lévy models.
SIAM Journal on Numerical Analysis (SINUM), 43 (n°4).
pp. 1596-1626.
2009
Tankov, Peter and Voltchkova, Ekaterina
(2009)
Asymptotic Analysis of Hedging Errors in Models with Jumps.
Stochastic Processes and their Applications, vol. 119 (n° 6).
pp. 2004-2027.
Tankov, Peter and Voltchkova, Ekaterina
(2009)
Jump-diffusion models: a practitioner's guide.
Banque et Marchés, vol. 99 (n° 1).
p. 24.