• Source: Scopus
1989 …2020

Research activity per year

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Personal profile

Education/Academic qualification

Theoretical and Mathematical Physics, PhD, P.N. Lebedev Physical Institute of the Russian Academy of Sciences (FIRAN)

… → 1992

Electrical Engineering, MS, Moscow State Institute of Radio Engineering, Electronics and Automation

… → 1991

Research interests

  • Financial engineering
  • Mathematical finance
  • Stochastic modeling


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