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  1. Stochastic mesh method for optimal stopping problems

    Article • Monte Carlo Methods and Applications, January 2017, De Gruyter

    Юрий Каштанов

  2. Options Pricing for Several Maturities in a Jump-Diffusion Model

    Article • January 2012, Springer Science + Business Media

    Юрий Каштанов

  3. The Weighted Variance Minimization in Jump-Diffusion Stochastic Volatility Models

    Article • January 2009, Springer Science + Business Media

    Юрий Каштанов

  4. The weighted variance minimization for options pricing

    Article • Monte Carlo Methods and Applications, January 2008, De Gruyter

    Юрий Каштанов

  5. The systematic error in the generations method for a kernel of mixed sign

    Article • Journal of Statistical Planning and Inference, April 2000, Elsevier

    Юрий Каштанов

  6. Monte Carlo Algorithms For Neumann Boundary Value Problem Using Fredholm Representation

    Article • January 2000, Springer Science + Business Media

    Юрий Каштанов