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Working Papers

Pricing American Options: A Bivariate Fast Fourier Transform Technique. 2006. Text (Adobe .pdf format).
The paper is under review in the Journal of Computational Finance. An earlier version of the paper was presented at the 11th Conference of the Society for Computational Economics "Computing in Economics and Finance": Text (Adobe .pdf format), Slide Show (PowerPoint)

Similarity and Choice: Evidence from a Simulated Test Market Experiment (co-author: K. Ramdas). 2005. Restricted access text (Adobe .pdf format). Note: "Save Target/Link As" option will fail to download the file. Instead, click on the link and enter your username and password provided by the website host.

Joint Characteristic Function under the Heston Model Dynamics: Two short notes. 2004:
Note 1 on Theory (Adobe .pdf format), Additional proofs (Maple .mws format),
Note 2 on Empirical Implications (Adobe .pdf format)

The Mystery of Interest Rates in the North under the `Greenback Standard': Were Investors Stupid?. 2004.
Text (Adobe .pdf format). A shorter version of this paper was presented at the Brown Bag workshop (Department of Economics, UVA) in April, 2005: Text (Adobe .pdf format), Slide Show (PowerPoint)

Human Capital Allocation in the Transitional Economies of Ukraine and Russia: MA Thesis. 2002. Text (Adobe .pdf format), Slide Show (PowerPoint)

Determinants of Regional Economic Growth In Ukraine (co-author: V. Tsyrennikov). 2002. Text (Adobe .pdf format)

Assessing the Welfare Costs of the AvtoZAZ-DAEWOO Automobile Agreement (co-authors: G. Ellis and N. Khmilevska). 2001. Text (Adobe .pdf format), Slide Show (PowerPoint in Russian)

National Economy's Openness under Present Conditions: Measurement and Consequences: BA Thesis. 2000. Text (Adobe .pdf format in Ukrainian)

Trade Policy Instruments: Term Paper. 1999. Text (Adobe .pdf format in Ukrainian)

The National Bank of Ukraine: Structure and Functions: Term Paper. 1998. Text (Adobe .pdf format in Ukrainian)

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