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Andrey Itkin

Personal Details

First Name:Andrey
Middle Name:
Last Name:Itkin
Suffix:
RePEc Short-ID:pit19
http://www.chem.ucla.edu/~itkin

Affiliation

Poly Center for Risk Engineering
New York University (NYU)

New York City, New York (United States)
http://www.polyrisk.org/

:


RePEc:edi:crenyus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Peter Carr & Andrey Itkin, 2018. "An Expanded Local Variance Gamma model," Papers 1802.09611, arXiv.org.
  2. Andrey Itkin, 2017. "Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps," Papers 1701.02821, arXiv.org, revised Jan 2017.
  3. A. Itkin & V. Shcherbakov & A. Veygman, 2017. "Influence of jump-at-default in IR and FX on Quanto CDS prices," Papers 1711.07133, arXiv.org.
  4. Andrey Itkin & Alexander Lipton, 2016. "Filling the gaps smoothly," Papers 1608.05145, arXiv.org.
  5. Andrey Itkin, 2015. "Nonlinear PDEs risen when solving some optimization problems in finance, and their solutions," Papers 1510.04899, arXiv.org.
  6. Andrey Itkin & Alexander Lipton, 2015. "Structural default model with mutual obligations," Papers 1505.02039, arXiv.org.
  7. Andrey Itkin, 2015. "LSV models with stochastic interest rates and correlated jumps," Papers 1511.01460, arXiv.org, revised Nov 2016.
  8. Andrey Itkin, 2014. "Splitting and Matrix Exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps," Papers 1405.6111, arXiv.org, revised May 2014.
  9. Andrey Itkin & Alexander Lipton, 2014. "Efficient solution of structural default models with correlated jumps and mutual obligations," Papers 1408.6513, arXiv.org, revised Nov 2014.
  10. Andrey Itkin, 2014. "To sigmoid-based functional description of the volatility smile," Papers 1407.0256, arXiv.org, revised Dec 2014.
  11. Andrey Itkin, 2014. "High-Order Splitting Methods for Forward PDEs and PIDEs," Papers 1403.1804, arXiv.org.
  12. Igor Halperin & Andrey Itkin, 2013. "USLV: Unspanned Stochastic Local Volatility Model," Papers 1301.4442, arXiv.org, revised Mar 2013.
  13. Andrey Itkin, 2013. "Efficient Solution of Backward Jump-Diffusion PIDEs with Splitting and Matrix Exponentials," Papers 1304.3159, arXiv.org, revised Apr 2014.
  14. I. Halperin & A. Itkin, 2012. "Pricing Illiquid Options with $N+1$ Liquid Proxies Using Mixed Dynamic-Static Hedging," Papers 1209.3503, arXiv.org.
  15. Andrey Itkin, 2012. "New solvable stochastic volatility models for pricing volatility derivatives," Papers 1205.3550, arXiv.org, revised Jun 2012.
  16. Igor Halperin & Andrey Itkin, 2012. "Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging," Papers 1205.3507, arXiv.org.
  17. Andrey Itkin & Peter Carr, 2010. "Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models," Papers 1002.1995, arXiv.org.
  18. Andrey Itkin, 2005. "Pricing options with VG model using FFT," Papers physics/0503137, arXiv.org, revised Jan 2010.

Articles

  1. Andrey Itkin & Alexander Lipton, 2017. "Structural default model with mutual obligations," Review of Derivatives Research, Springer, vol. 20(1), pages 15-46, April.
  2. Itkin, Andrey, 2015. "To sigmoid-based functional description of the volatility smile," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 264-291.
  3. Andrey Itkin, 2015. "HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(05), pages 1-24.
  4. Igor Halperin & Andrey Itkin, 2014. "Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging," Quantitative Finance, Taylor & Francis Journals, vol. 14(3), pages 427-442, March.
  5. Igor Halperin & Andrey Itkin, 2013. "Pricing Illiquid Options With N + 1 Liquid Proxies Using Mixed Dynamic-Static Hedging," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(07), pages 1-17.
  6. Andrey Itkin, 2013. "New solvable stochastic volatility models for pricing volatility derivatives," Review of Derivatives Research, Springer, vol. 16(2), pages 111-134, July.
  7. Andrey Itkin & Peter Carr, 2012. "Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models," Computational Economics, Springer;Society for Computational Economics, vol. 40(1), pages 63-104, June.
  8. Andrey Itkin & Peter Carr, 2010. "Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case," Review of Derivatives Research, Springer, vol. 13(2), pages 141-176, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. A. Itkin & V. Shcherbakov & A. Veygman, 2017. "Influence of jump-at-default in IR and FX on Quanto CDS prices," Papers 1711.07133, arXiv.org.

    Cited by:

    1. Slobodan Milovanovi'c & Victor Shcherbakov, 2017. "Pricing Derivatives under Multiple Stochastic Factors by Localized Radial Basis Function Methods," Papers 1711.09852, arXiv.org.

  2. Andrey Itkin & Alexander Lipton, 2015. "Structural default model with mutual obligations," Papers 1505.02039, arXiv.org.

    Cited by:

    1. Alexander Lipton, 2015. "Modern Monetary Circuit Theory, Stability of Interconnected Banking Network, and Balance Sheet Optimization for Individual Banks," Papers 1510.07608, arXiv.org.

  3. Andrey Itkin, 2015. "LSV models with stochastic interest rates and correlated jumps," Papers 1511.01460, arXiv.org, revised Nov 2016.

    Cited by:

    1. Maria Cristina Recchioni & Yu Sun & Gabriele Tedeschi, 2016. "Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model," Working Papers 2016/23, Economics Department, Universitat Jaume I, Castellón (Spain).
    2. Andrey Itkin, 2017. "Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps," Papers 1701.02821, arXiv.org, revised Jan 2017.

  4. Andrey Itkin, 2014. "Splitting and Matrix Exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps," Papers 1405.6111, arXiv.org, revised May 2014.

    Cited by:

    1. Andrey Itkin, 2015. "LSV models with stochastic interest rates and correlated jumps," Papers 1511.01460, arXiv.org, revised Nov 2016.
    2. Andrey Itkin & Alexander Lipton, 2014. "Efficient solution of structural default models with correlated jumps and mutual obligations," Papers 1408.6513, arXiv.org, revised Nov 2014.

  5. Andrey Itkin & Alexander Lipton, 2014. "Efficient solution of structural default models with correlated jumps and mutual obligations," Papers 1408.6513, arXiv.org, revised Nov 2014.

    Cited by:

    1. Andrey Itkin & Alexander Lipton, 2015. "Structural default model with mutual obligations," Papers 1505.02039, arXiv.org.

  6. Andrey Itkin, 2014. "To sigmoid-based functional description of the volatility smile," Papers 1407.0256, arXiv.org, revised Dec 2014.

    Cited by:

    1. Andrey Itkin & Alexander Lipton, 2016. "Filling the gaps smoothly," Papers 1608.05145, arXiv.org.
    2. Peter Carr & Andrey Itkin, 2018. "An Expanded Local Variance Gamma model," Papers 1802.09611, arXiv.org.

  7. Andrey Itkin, 2014. "High-Order Splitting Methods for Forward PDEs and PIDEs," Papers 1403.1804, arXiv.org.

    Cited by:

    1. Maarten Wyns & Karel in 't Hout, 2016. "An adjoint method for the exact calibration of Stochastic Local Volatility models," Papers 1609.00232, arXiv.org.
    2. Andrey Itkin, 2015. "LSV models with stochastic interest rates and correlated jumps," Papers 1511.01460, arXiv.org, revised Nov 2016.
    3. Andrey Itkin, 2017. "Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps," Papers 1701.02821, arXiv.org, revised Jan 2017.
    4. Andrey Itkin & Alexander Lipton, 2014. "Efficient solution of structural default models with correlated jumps and mutual obligations," Papers 1408.6513, arXiv.org, revised Nov 2014.
    5. Cornelis S. L. de Graaf & Drona Kandhai & Christoph Reisinger, 2016. "Efficient exposure computation by risk factor decomposition," Papers 1608.01197, arXiv.org, revised Feb 2018.

  8. Igor Halperin & Andrey Itkin, 2013. "USLV: Unspanned Stochastic Local Volatility Model," Papers 1301.4442, arXiv.org, revised Mar 2013.

    Cited by:

    1. Andrey Itkin, 2015. "LSV models with stochastic interest rates and correlated jumps," Papers 1511.01460, arXiv.org, revised Nov 2016.
    2. Konstantinos Skindilias & Chia Lo, 2015. "Local volatility calibration during turbulent periods," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 425-444, April.

  9. Andrey Itkin, 2013. "Efficient Solution of Backward Jump-Diffusion PIDEs with Splitting and Matrix Exponentials," Papers 1304.3159, arXiv.org, revised Apr 2014.

    Cited by:

    1. Kathrin Glau, 2016. "A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates," Finance and Stochastics, Springer, vol. 20(4), pages 1021-1059, October.
    2. Andrey Itkin & Alexander Lipton, 2015. "Structural default model with mutual obligations," Papers 1505.02039, arXiv.org.
    3. Andrey Itkin, 2015. "LSV models with stochastic interest rates and correlated jumps," Papers 1511.01460, arXiv.org, revised Nov 2016.
    4. Kathrin Glau, 2015. "Feynman-Kac formula for L\'evy processes with discontinuous killing rate," Papers 1502.07531, arXiv.org, revised Nov 2015.
    5. Andrey Itkin, 2017. "Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps," Papers 1701.02821, arXiv.org, revised Jan 2017.
    6. Andrey Itkin & Alexander Lipton, 2014. "Efficient solution of structural default models with correlated jumps and mutual obligations," Papers 1408.6513, arXiv.org, revised Nov 2014.
    7. Maximilian Ga{ss} & Kathrin Glau, 2016. "A Flexible Galerkin Scheme for Option Pricing in L\'evy Models," Papers 1603.08216, arXiv.org.
    8. Andrey Itkin, 2015. "HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(05), pages 1-24.
    9. Andrey Itkin, 2014. "Splitting and Matrix Exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps," Papers 1405.6111, arXiv.org, revised May 2014.

  10. Andrey Itkin, 2012. "New solvable stochastic volatility models for pricing volatility derivatives," Papers 1205.3550, arXiv.org, revised Jun 2012.

    Cited by:

    1. Wendong Zheng & Pingping Zeng, 2015. "Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model," Papers 1504.08136, arXiv.org.
    2. Nicolas Langren'e & Geoffrey Lee & Zili Zhu, 2015. "Switching to non-affine stochastic volatility: A closed-form expansion for the Inverse Gamma model," Papers 1507.02847, arXiv.org, revised Mar 2016.
    3. Nicolas Langrené & Geoffrey Lee & Zili Zhu, 2016. "Switching To Nonaffine Stochastic Volatility: A Closed-Form Expansion For The Inverse Gamma Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(05), pages 1-37, August.
    4. Semere Habtemicael & Indranil SenGupta, 2016. "Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(04), pages 1-35, December.
    5. Chi Hung Yuen & Wendong Zheng & Yue Kuen Kwok, 2015. "Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models," Applied Mathematical Finance, Taylor & Francis Journals, vol. 22(5), pages 421-449, November.
    6. Andrey Itkin, 2015. "LSV models with stochastic interest rates and correlated jumps," Papers 1511.01460, arXiv.org, revised Nov 2016.
    7. Da Fonseca, José & Martini, Claude, 2016. "The α-hypergeometric stochastic volatility model," Stochastic Processes and their Applications, Elsevier, vol. 126(5), pages 1472-1502.
    8. Jos'e Da Fonseca & Claude Martini, 2014. "The $\alpha$-Hypergeometric Stochastic Volatility Model," Papers 1409.5142, arXiv.org.
    9. Andrey Itkin, 2017. "Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps," Papers 1701.02821, arXiv.org, revised Jan 2017.
    10. Jan Baldeaux & Eckhard Platen, 2012. "Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods," Papers 1204.1126, arXiv.org.
    11. Mark Craddock & Martino Grasselli, 2016. "Lie Symmetry Methods for Local Volatility Models," Research Paper Series 377, Quantitative Finance Research Centre, University of Technology, Sydney.

  11. Igor Halperin & Andrey Itkin, 2012. "Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging," Papers 1205.3507, arXiv.org.

    Cited by:

    1. I. Halperin & A. Itkin, 2012. "Pricing Illiquid Options with $N+1$ Liquid Proxies Using Mixed Dynamic-Static Hedging," Papers 1209.3503, arXiv.org.
    2. Jarno Talponen, 2018. "Matching distributions: Recovery of implied physical densities from option prices," Papers 1803.03996, arXiv.org.

  12. Andrey Itkin & Peter Carr, 2010. "Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models," Papers 1002.1995, arXiv.org.

    Cited by:

    1. I. Halperin & A. Itkin, 2012. "Pricing Illiquid Options with $N+1$ Liquid Proxies Using Mixed Dynamic-Static Hedging," Papers 1209.3503, arXiv.org.
    2. Leif Andersen & Alexander Lipton, 2012. "Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results," Papers 1206.6787, arXiv.org.
    3. Andrey Itkin, 2017. "Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps," Papers 1701.02821, arXiv.org, revised Jan 2017.
    4. Andrey Itkin & Alexander Lipton, 2014. "Efficient solution of structural default models with correlated jumps and mutual obligations," Papers 1408.6513, arXiv.org, revised Nov 2014.
    5. Maximilian Ga{ss} & Kathrin Glau, 2016. "A Flexible Galerkin Scheme for Option Pricing in L\'evy Models," Papers 1603.08216, arXiv.org.
    6. Andrey Itkin, 2015. "HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(05), pages 1-24.
    7. Andrey Itkin, 2014. "Splitting and Matrix Exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps," Papers 1405.6111, arXiv.org, revised May 2014.
    8. Peter Carr & Roger Lee & Matthew Lorig, 2017. "Pricing Variance Swaps on Time-Changed Markov Processes," Papers 1705.01069, arXiv.org.

  13. Andrey Itkin, 2005. "Pricing options with VG model using FFT," Papers physics/0503137, arXiv.org, revised Jan 2010.

    Cited by:

    1. Tat Lung Chan, 2017. "Singular Fourier-Pad\'e Series Expansion of European Option Prices," Papers 1706.06709, arXiv.org, revised Nov 2017.
    2. Ricardo Crisostomo & Lorena Couso, 2018. "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers 1801.08007, arXiv.org.
    3. Omar El Euch & Mathieu Rosenbaum, 2016. "The characteristic function of rough Heston models," Papers 1609.02108, arXiv.org.

Articles

  1. Andrey Itkin & Alexander Lipton, 2017. "Structural default model with mutual obligations," Review of Derivatives Research, Springer, vol. 20(1), pages 15-46, April.
    See citations under working paper version above.
  2. Itkin, Andrey, 2015. "To sigmoid-based functional description of the volatility smile," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 264-291.
    See citations under working paper version above.
  3. Andrey Itkin, 2015. "HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(05), pages 1-24.
    See citations under working paper version above.
  4. Igor Halperin & Andrey Itkin, 2014. "Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging," Quantitative Finance, Taylor & Francis Journals, vol. 14(3), pages 427-442, March. See citations under working paper version above.
  5. Andrey Itkin, 2013. "New solvable stochastic volatility models for pricing volatility derivatives," Review of Derivatives Research, Springer, vol. 16(2), pages 111-134, July.
    See citations under working paper version above.
  6. Andrey Itkin & Peter Carr, 2012. "Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models," Computational Economics, Springer;Society for Computational Economics, vol. 40(1), pages 63-104, June. See citations under working paper version above.
  7. Andrey Itkin & Peter Carr, 2010. "Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case," Review of Derivatives Research, Springer, vol. 13(2), pages 141-176, July.

    Cited by:

    1. Wendong Zheng & Pingping Zeng, 2015. "Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model," Papers 1504.08136, arXiv.org.
    2. Gong, Xiaoli & Zhuang, Xintian, 2017. "American option valuation under time changed tempered stable Lévy processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 57-68.
    3. Wendong Zheng & Chi Hung Yuen & Yue Kuen Kwok, 2016. "Recursive Algorithms For Pricing Discrete Variance Options And Volatility Swaps Under Time-Changed Lévy Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-29, March.
    4. Semere Habtemicael & Indranil SenGupta, 2016. "Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(04), pages 1-35, December.
    5. Chi Hung Yuen & Wendong Zheng & Yue Kuen Kwok, 2015. "Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models," Applied Mathematical Finance, Taylor & Francis Journals, vol. 22(5), pages 421-449, November.
    6. Lian, Guanghua & Chiarella, Carl & Kalev, Petko S., 2014. "Volatility swaps and volatility options on discretely sampled realized variance," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 239-262.
    7. Pingping Zeng & Yue Kuen Kwok & Wendong Zheng, 2015. "Fast Hilbert Transform Algorithms For Pricing Discrete Timer Options Under Stochastic Volatility Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(07), pages 1-26, November.
    8. Jan Baldeaux & Alexander Badran, 2012. "Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model," Papers 1203.5903, arXiv.org, revised Aug 2012.
    9. Jan Baldeaux & Dale Roberts, 2012. "Quasi-Monte Carol Methods for the Heston Model," Research Paper Series 307, Quantitative Finance Research Centre, University of Technology, Sydney.
    10. Carole Bernard & Zhenyu Cui, 2013. "Prices and Asymptotics for Discrete Variance Swaps," Papers 1305.7092, arXiv.org.
    11. Akira Yamazaki, 2014. "Pricing average options under time-changed Lévy processes," Review of Derivatives Research, Springer, vol. 17(1), pages 79-111, April.
    12. Jan Baldeaux & Alexander Badran, 2014. "Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model," Applied Mathematical Finance, Taylor & Francis Journals, vol. 21(4), pages 299-312, September.
    13. Zhigang Tong & Allen Liu, 2017. "Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(02n03), pages 1-24, June.
    14. Semere Habtemicael & Indranil Sengupta, 2016. "Pricing Covariance Swaps For Barndorff–Nielsen And Shephard Process Driven Financial Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 1-32, September.
    15. Zhigang Tong, 2017. "Modelling VIX and VIX derivatives with reducible diffusions," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, vol. 3(2), pages 153-175.
    16. Andrey Itkin, 2013. "New solvable stochastic volatility models for pricing volatility derivatives," Review of Derivatives Research, Springer, vol. 16(2), pages 111-134, July.
    17. Alziary Chassat, Bénédicte & Takac, Peter, 2017. "On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets," TSE Working Papers 17-796, Toulouse School of Economics (TSE).
    18. Peter Carr & Roger Lee & Matthew Lorig, 2017. "Pricing Variance Swaps on Time-Changed Markov Processes," Papers 1705.01069, arXiv.org.
    19. Baldeaux, Jan & Grasselli, Martino & Platen, Eckhard, 2015. "Pricing currency derivatives under the benchmark approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 34-48.
    20. Leunglung Chan & Eckhard Platen, 2010. "Exact Pricing and Hedging Formulas of Long Dated Variance Swaps under a $3/2$ Volatility Model," Papers 1007.2968, arXiv.org, revised Jan 2011.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (2) 2012-05-22 2013-01-26
  2. NEP-BAN: Banking (1) 2015-05-16
  3. NEP-UPT: Utility Models & Prospect Theory (1) 2017-01-15

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