معرفی
Dr. Andrey Pogudin is a mathematical finance researcher with expertise in stochastic processes, volatility modeling, and cryptocurrency dynamics. His work appears in journals such as Advances in Applied Probability, Quantitative Finance, and Journal of Network Theory in Finance.
- Focuses on financial mathematics and applied probability
- Collaborates with researchers like Mike Forde and Tiziana Di Matteo
- Studies memory effects in diffusion processes and volatility patterns
His research spans both classical financial modeling (SABR/CEV-Heston models) and emerging cryptocurrency markets, revealing universal patterns in price stability and scaling relationships.
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