Edit Profile (opens in new tab) Pogudin, Andrey Co-Author Distance Author ID: pogudin.andrey Published as: Pogudin, Andrey Documents Indexed: 3 Publications since 2013 Co-Authors: 4 Co-Authors with 3 Joint Publications 35 Co-Co-Authors Co-Authors 0 single-authored 2 Forde, Martin 1 Deguillaume, Nick 1 Rebonato, Riccardo 1 Zhang, Hongzhong Serials 1 Advances in Applied Probability 1 International Journal of Theoretical and Applied Finance 1 Quantitative Finance Fields 2 Probability theory and stochastic processes (60-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Operator theory (47-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 3 Publications have been cited 22 times in 20 Documents Cited by ▼ Year ▼ The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship. Zbl 1280.91197 Deguillaume, Nick; Rebonato, Riccardo; Pogudin, Andrey 12 2013 The large-maturity smile for the SABR and CEV-Heston models. Zbl 1290.91160 Forde, Martin; Pogudin, Andrey 6 2013 Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory. Zbl 1287.60095 Forde, Martin; Pogudin, Andrey; Zhang, Hongzhong 4 2013 The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship. Zbl 1280.91197 Deguillaume, Nick; Rebonato, Riccardo; Pogudin, Andrey 12 2013 The large-maturity smile for the SABR and CEV-Heston models. Zbl 1290.91160 Forde, Martin; Pogudin, Andrey 6 2013 Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory. Zbl 1287.60095 Forde, Martin; Pogudin, Andrey; Zhang, Hongzhong 4 2013 all cited Publications top 5 cited Publications all top 5 Cited by 24 Authors 3 Pirjol, Dan 2 Gapeev, Pavel V. 2 Horvath, Blanka 2 Putyatin, Vladislav 2 Rebonato, Riccardo 2 Rodosthenous, Neofytos 2 Teichmann, Josef 2 Zhu, Lingjiong 1 Blomvall, Jörgen 1 Chorniy, Vladimir 1 Döring, Leif 1 Forde, Martin 1 Glasgow, Scott 1 Hagenbjörk, Johan 1 Hambly, Ben M. 1 Kotecha, Vinay 1 Lewis, Alan L. 1 Lichtner, Mark 1 Mariapragassam, Matthieu 1 Reichmann, Oleg 1 Reisinger, Christoph 1 Večeř, Jan 1 Wüthrich, Mario Valentin 1 Zhang, Hongzhong all top 5 Cited in 11 Serials 8 Quantitative Finance 2 Methodology and Computing in Applied Probability 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Statistics & Probability Letters 1 Stochastic Processes and their Applications 1 International Journal of Theoretical and Applied Finance 1 Probability in the Engineering and Informational Sciences 1 ASTIN Bulletin 1 Computational Management Science 1 SIAM Journal on Financial Mathematics all top 5 Cited in 9 Fields 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 2 Combinatorics (05-XX) 2 Partial differential equations (35-XX) 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 1 Ordinary differential equations (34-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year