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Vadim Kaushansky

Vadim Kaushansky

University of California Los Angeles - Los Angeles / United States
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AD Scientific Index ID: 6051266
University of California
person_outline Vadim Kaushansky's MOST POPULAR ARTICLES
1-) On the first hitting time density of an Ornstein-Uhlenbeck process arXiv preprint arXiv:1810.02390, 2018
2-) On the first hitting time density for a reducible diffusion process Quantitative Finance, 1-21, 2020
3-) Simulation of particle systems interacting through hitting times arXiv preprint arXiv:1805.11678, 2018
4-) Semi-analytical solution of a McKean-Vlasov equation with feedback through hitting a boundary European Journal of Applied Mathematics, 2021
5-) Numerical analysis of an extended structural default model with mutual liabilities and jump risk Journal of computational science 24, 218-231, 2018