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Details about Vyacheslav Gorovoy

Workplace:New Economic School (NES), (more information at EDIRC)

Access statistics for papers by Vyacheslav Gorovoy.

Last updated 2026-07-03. Update your information in the RePEc Author Service.

Short-id: pgo1053

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Working Papers

2026

  1. Explicit local volatility formula for Cheyette-type interest rate models
    Papers, arXiv.org Downloads

Journal Articles

2007

  1. INTENSITY‐BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL
    Mathematical Finance, 2007, 17, (4), 541-573 Downloads View citations (17)
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