Calculated based on number of publications stored in Pure and citations from Scopus
Calculated based on number of publications stored in Pure and citations from Scopus
Calculated based on number of publications stored in Pure and citations from Scopus
1989 …2021

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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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