Concepedia

Andrey Gal

AG

Statistics

Publications

1

Citations

31

H-Index

1

Active since

2014

Affiliations

Bank of England(Current)

Andrey Gal is an author at Bank of England specializing in option pricing, numerical analysis, and engineering.

Top concepts

Publications per year

2014–2014

1

Publications

1

Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results

Alexander Lipton, Andrey Gal, Andris Lasis · Quantitative Finance · 2014 · 31 citations

, , +18

1–1 of 1