Rusudan Kevkhishvili

Rusudan Kevkhishvili

Kyoto University - Kyoto / Japan
Economics & Econometrics / Economics
AD Scientific Index ID: 4932954
京都大学
person_outline Rusudan Kevkhishvili's MOST POPULAR ARTICLES
1-) Time reversal and last passage time of diffusions with applications to credit risk management M Egami, R Kevkhishvili Finance and Stochastics 24 (3), 795-825, 2020 62020
2-) An analysis of simultaneous company defaults using a shot noise processM Egami, R KevkhishviliJournal of Banking & Finance 80, 135-161, 201742017
3-) A direct solution method for pricing options in regime‐switching modelsM Egami, R KevkhishviliMathematical Finance 30 (2), 547-576, 202032020
4-) A Forward-Looking Measure of Credit RiskM Egami, R KevkhishviliAvailable at SSRN 3420656, 20232023
5-) On Decomposition of the Last Passage Time of DiffusionsM Egami, R KevkhishviliarXiv preprint arXiv:2210.01321, 20222022