Concepedia

Spassimir H. Paskov

SH

Statistics

Publications

4

Citations

520

H-Index

4

Active since

1993

Affiliations

Columbia University(Current)

Spassimir H. Paskov is an author at Columbia University specializing in asset pricing, engineering, and business.

Top concepts

FinanceBusinessEngineeringAsset PricingFinancial EngineeringModeling And SimulationSimulationStatisticsRisk ManagementComputer Science

Publications per year

1993–1999

4

Publications

4

Faster Valuation of Financial Derivatives

Spassimir H. Paskov, J. F. Traub · The Journal of Portfolio Management · 1995 · 366 citations

High-dimensional Integrals, Engineering, Computational Finance +16

New methodologies for valuing derivatives

Spassimir H. Paskov · SSRN Electronic Journal · 1996 · 66 citations · Full text

Average Case Complexity of Multivariate Integration for Smooth Functions

Spassimir H. Paskov · Journal of Complexity · 1993 · 57 citations

Deterministic Simulation for Risk Management

Anargyros Papageorgiou, Spassimir H. Paskov · The Journal of Portfolio Management · 1999 · 31 citations

Engineering, Risk Model Validation, Monte Carlo Methods +19

1–4 of 4