Ekaterina Voltchkova

Statistics

Publications

Citations

750

H-Index

Active since

2003

Affiliations

Centre de Mathématiques Appliquées de l'École polytechnique(Current)

École Polytechnique

Ekaterina Voltchkova is an author at Centre de Mathématiques Appliquées de l'École polytechnique specializing in finance, stochastic processes, and financial economics.

Publications per year

2003–2009

Publications

A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models

Rama Cont, Ekaterina Voltchkova · SIAM Journal on Numerical Analysis · 2005 · 433 citations

Engineering, Finance, Mathematics +17

Integro-differential equations for option prices in exponential Lévy models

Rama Cont, Ekaterina Voltchkova · Finance and Stochastics · 2005 · 174 citations

Engineering, Finance, Mathematics +16

Jump-diffusion Models: a Practitioner's Guide

Peter Tankov, Ekaterina Voltchkova · 2009 · 57 citations

Management, Finance, Risk Management +17

Asymptotic analysis of hedging errors in models with jumps

Peter Tankov, Ekaterina Voltchkova · Stochastic Processes and their Applications · 2008 · 43 citations · Full text

Business, Economics, Finance +12

OPTION PRICING MODELS WITH JUMPS: INTEGRO-DIFFERENTIAL EQUATIONS AND INVERSE PROBLEMS.

Rama Cont, Peter Tankov, Ekaterina Voltchkova · 2004 · 25 citations

Business, Finance, Mathematics +17

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