| An algebraic method for pricing financial instruments on post-crisis market A Malyarenko, H Nohrouzian, S Silvestrov Algebraic Structures and Applications: SPAS 2017, Västerås and Stockholm …, 2020 | 8 | 2020 |
| An Arbitrage‐free Large Market Model for Forward Spread Curves H Nohrouzian, Y Ni, A Malyarenko Applied Modeling Techniques and Data Analysis 2: Financial, Demographic …, 2021 | 4 | 2021 |
| Testing Cubature Formulae on Wiener Space Versus Explicit Pricing Formulae A Malyarenko, H Nohrouzian International Conference on Stochastic Processes and Algebraic Structures …, 2019 | 3 | 2019 |
| Evolution of forward curves in the Heath–Jarrow–Morton framework by cubature method on Wiener space A Malyarenko, H Nohrouzian Communications in Statistics: Case Studies, Data Analysis and Applications 7 …, 2021 | 2 | 2021 |
| Constructing trinomial models based on cubature method on Wiener space: Applications to pricing financial derivatives H Nohrouzian, A Malyarenko, Y Ni arXiv preprint arXiv:2204.10692, 2022 | 1 | 2022 |
| Pricing Financial Derivatives in the Hull-White Model Using Cubature Methods on Wiener Space H Nohrouzian, A Malyarenko, Y Ni John Wiley & Sons, 2022 | 1 | 2022 |
| An Introduction to Modern Pricing of Interest Rate Derivatives H Nohrouzian | 1 | 2015 |
| Lattice approximations for Black-Scholes type models in Option Pricing A Karlén, H Nohrouzian | 1 | 2013 |
| A Cubature Method for Solving Stochastic Equations: A Modern Monte-Carlo Approach With Applications to Financial Market H Nohrouzian PQDT-Global, 2022 | | 2022 |
| Pricing Overnight Index Swap in a Large Market Model Using a Cubature Method H Nohrouzian, A Malyarenko, Y Ni, C Engström 2nd International Conference on Stochastic Processes and Algebraic …, 2019 | | 2019 |
Anatoliy MalyarenkoProfessor of Mathematics, Mälardalen University, SwedenVerified email at mdh.se
