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Sergei Levendorski\u{i}

Identifiers

  • name variant Sergei Levendorski\u{i} 0.60 · backfill

Papers (3)

  1. Fast reliable pricing and calibration of the rough Heston model q-fin.CP · 2025 · author #3
  2. SINH-acceleration: efficient evaluation of probability distributions, option pricing, and Monte-Carlo simulations q-fin.CP · 2018 · author #2
  3. Conformal accelerations method and efficient evaluation of stable distributions, revisited math.NA · 2018 · author #2

Mentions

  • 2508.15080 #3 · arxiv_oai · confidence 0.70 Sergei Levendorski\u{i}
  • 1808.05295 #2 · arxiv_oai · confidence 0.70 Sergei Levendorski\u{i}
  • 1808.04321 #2 · arxiv_oai · confidence 0.70 Sergei Levendorski\u{i}

Frequent Coauthors