Concepedia
Statistics
Publications
11
Citations
288
H-Index
Active since
2008
Affiliations
Princeton University(Current)
University of Michigan
University of Oxford
Illinois Institute of Technology
Sergey Nadtochiy is an author at Princeton University specializing in business, finance, and asset pricing.
Top concepts
BusinessFinanceAsset PricingEconomicsEngineeringOption PricingStochastic CalculusCalibrationProbabilityEconomic Analysis
Publications per year
2008–2022
Local volatility dynamic models
René Carmona, Sergey Nadtochiy · Finance and Stochastics · 2008 · 79 citations
Dynamic Economic Model, Statistics, Volatility Modeling
OPTIMAL INVESTMENT FOR ALL TIME HORIZONS AND MARTIN BOUNDARY OF SPACE‐TIME DIFFUSIONS
Sergey Nadtochiy, Michael R. Tehranchi · Mathematical Finance · 2015 · 40 citations · Full text
Financial Economics, Axiomatic Foundation, Engineering +12
Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness
François Delarue, Sergey Nadtochiy, Mykhaylo Shkolnikov · Probability and Mathematical Physics · 2022 · 36 citations · Full text
Tangent Lévy market models
René Carmona, Sergey Nadtochiy · Finance and Stochastics · 2011 · 21 citations
Economics, Asset Pricing, Derivative Pricing +6
Static Hedging under Time-Homogeneous Diffusions
Peter Carr, Sergey Nadtochiy · SIAM Journal on Financial Mathematics · 2011 · 20 citations
Semistatic Hedging, Option Pricing, Static Hedging +11
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