4
Publications
338
Citations
4
H-Index
1997
Active since
Affiliations
Ilia Bouchouev is an author at Wichita State University specializing in engineering, business, and option pricing.
Top concepts
EngineeringBusinessOption PricingInverse ProblemsFinanceAsset PricingNumerical AnalysisVolatility ModelingMathematical ProgrammingMultivariate Stochastic Volatility
Publications per year
1997–2012
4
4
The inverse problem of option pricing
Ilia Bouchouev, Victor Isakov · Inverse Problems · 1997 · 117 citations
Mathematical Programming, Inverse Problem, Option Pricing +13
Inconvenience yield, or the theory of normal contango
Ilia Bouchouev · Quantitative Finance · 2012 · 13 citations
Rows per page
1–4 of 4