Scholar
Andrey Itkin
Google Scholar ID: QVb4LGIAAAAJ
New York University
mathematical finance
computational finance
derivatives
quantitative finance
machine learning
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Citations & Impact
All-time
Citations
422
H-index
11
i10-index
12
Publications
20
Co-authors
7
list available
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No contact links provided.
Publications
7 items
SciPhy Reinforcement Learning for Portfolio Optimization
2026
Cited
0
Valuing American options and Flexible Forwards contracts in time-dependent models
2026
Cited
0
Diagonal Frog: High-order positivity-preserving FD schemes for anisotropic Fokker-Planck equations
2026
Cited
0
Semi-analytical pricing of American options with hybrid dividends via integral equations and the GIT method
2025
Cited
0
Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets
2025
Cited
0
American options valuation in time-dependent jump-diffusion models via integral equations and characteristic functions
2025
Cited
0
Floating exercise boundaries for American options in time-inhomogeneous models
2025
Cited
0
Resume (English only)
Co-authors
7 total
Co-author 1
Co-author 2
Igor Halperin
Fidelity
Co-author 4
Co-author 5
Co-author 6
Co-author 7
