| On the first hitting time density of an Ornstein-Uhlenbeck process A Lipton, V Kaushansky arXiv preprint arXiv:1810.02390, 2018 | 27 | 2018 |
| On the first hitting time density for a reducible diffusion process A Lipton, V Kaushansky Quantitative Finance, 1-21, 2020 | 22 | 2020 |
| Semi-analytical solution of a McKean-Vlasov equation with feedback through hitting a boundary C Reisinger, V Kaushansky, A Lipton European Journal of Applied Mathematics, 2021 | 21 | 2021 |
| Simulation of particle systems interacting through hitting times V Kaushansky, C Reisinger arXiv preprint arXiv:1805.11678, 2018 | 21 | 2018 |
| Numerical analysis of an extended structural default model with mutual liabilities and jump risk V Kaushansky, A Lipton, C Reisinger Journal of computational science 24, 218-231, 2018 | 16 | 2018 |
| Physics and derivatives: On three important problems in mathematical finance A Lipton, V Kaushansky The Journal of Derivatives 28 (1), 123-142, 2020 | 11 | 2020 |
| A nonparametric method for term structure fitting with automatic smoothing V Kaushanskiy, V Lapshin Applied Economics 48 (58), 5654-5666, 2016 | 9 | 2016 |
| Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem V Kaushansky, C Reisinger, M Shkolnikov, ZQ Song arXiv preprint arXiv:2010.05281, 2020 | 8 | 2020 |
| Transition probability of Brownian motion in the octant and its application to default modelling V Kaushansky, A Lipton, C Reisinger Applied Mathematical Finance 25 (5-6), 434-465, 2018 | 6 | 2018 |
| Semi-analytical solution of a McKean-Vlasov equation with feedback through hitting a boundary V Kaushansky, A Lipton, C Reisinger arXiv preprint arXiv:1808.05311, 2018 | 6 | 2018 |
| Оценка кривой бескупонной доходности на российском рынке облигаций ВА Лапшин, ВЯ Каушанский, МЗ Курбангалеев Экономический журнал Высшей школы экономики 19 (1), 9-29, 2015 | 1 | 2015 |
| Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem ZQ Song, C Reisinger, V Kaushansky, M Shkolnikov Annals of Applied Probability, 2022 | | 2022 |
| Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem ZQ Song, C Reisinger, V Kaushansky, M Shkolnikov Annals of Applied Probability, 2022 | | 2022 |
| Numerical methods for structural credit models with mutual liabilities V Kaushanskii University of Oxford, 2019 | | 2019 |
Alexander LiptonFellow, MIT Connection Science and EngineeringZweryfikowany adres z mit.edu