ON DEEP LEARNING FOR OPTION PRICING IN LOCAL VOLATILITY MODELS Article Shorokhov S. CEUR Workshop Proceedings. CEUR-WS. Vol. 3041. 2021. P. 381-386
MODELING OF FINANCIAL ASSET PRICES WITH HYPERBOLIC-SINE STOCHASTIC MODEL Article Shorokhov S., Fomin M. Communications in Computer and Information Science. Springer Verlag. Vol. 1140 CCIS. 2020. P. 3-10
MODELING OF FINANCIAL ASSET PRICES WITH HYPERBOLIC-SINE STOCHASTIC MODEL Article Shorokhov S., Fomin M. Communications in Computer and Information Science. Springer Verlag. Vol. 1140 CCIS. 2020. P. 3-10
ON VALUE-AT-RISK AND EXPECTED SHORTFALL OF FINANCIAL ASSET WITH STOCHASTIC PRICING Article Fomin M., Shorokhov S. 10th International Congress on Ultra Modern Telecommunications and Control Systems and Workshops, ICUMT 2018. Moscow, Russia, November 05-09, 2018.. IEEE. Vol. 2018-November. 2019.