Andrey Itkin

30 papers and 200 indexed citations i.

Andrey Itkin has authored 30 papers that have received a total of 200 indexed citations. This includes 29 papers in Finance, 5 papers in Economics and Econometrics and 5 papers in Numerical Analysis. The topics of these papers are Stochastic processes and financial applications (28 papers), Financial Risk and Volatility Modeling (14 papers) and Differential Equations and Numerical Methods (5 papers). Andrey Itkin is often cited by papers focused on Stochastic processes and financial applications (28 papers), Financial Risk and Volatility Modeling (14 papers) and Differential Equations and Numerical Methods (5 papers) and collaborates with scholars based in United States, Russia and Sweden. Andrey Itkin's co-authors include Peter Carr, Alexander Lipton, Igor Halperin, Fazlollah Soleymani and Jari Toivanen and has published in prestigious journals such as Physica A Statistical Mechanics and its Applications, Quantitative Finance and The North American Journal of Economics and Finance