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Stochastic processes and financial applications

Работ: 82

  1. On One Regularity Condition for Quantum Quadratic Stochastic Processes

    Farrukh Mukhamedov

    СтатьяQuantum Mechanics and ApplicationsUkrainian Mathematical Journal2001Цитирований: 1
    ABI

  2. On Some Probabilistic Problems in the Theory of Quadratic Operators

    T. A. Sarymsakov, Насир Набиевич Ганиходжаев

    Главаadvanced mathematical theoriesSpringer proceedings in physics1992Цитирований: 1
    ABI

  3. Strong Limit Theorems for Mixing Random Variables with Values in Hilbert Space and their Applications

    Olimjon Sh. Sharipov

    ГлаваProbability and Risk ModelsBirkhäuser Basel eBooks2003Цитирований: 1
    ABI

  4. О единственности стационарной меры для стохастической системы модели Лоренца бароклинной атмосферы

    Yulia Yur'evna Klevtsova

    СтатьяStochastic processes and financial applicationsМатематический сборник2015Цитирований: 1
    ABI

  5. Finite-energy sum rules for inclusive processes

    J. Kwieciǹski

    СтатьяAdvanced Control Systems OptimizationLettere al nuovo cimento della societa italiana di fisica/Lettere al nuovo cimento1972Цитирований: 0
    ABI

  6. On the multiplicity distributions predicted by the uncorrelated-jet model

    K. Zalewski

    СтатьяFinancial Risk and Volatility ModelingLettere al nuovo cimento della societa italiana di fisica/Lettere al nuovo cimento1972Цитирований: 0
    ABI

  7. Properties of mode of spectral positive stable distributions

    A. V. Nagaev, S. M. Shcolnick

    ГлаваStability and Controllability of Differential EquationsLecture notes in mathematics1987Цитирований: 0
    ABI

  8. Temporal Aggregation and the Continuous‐Time Capital Asset Pricing Model

    Francis A. Longstaff

    СтатьяFinancial Markets and Investment StrategiesThe Journal of Finance1989Цитирований: 0
    ABI

  9. Asymptotic properties of symmetric stable distributions with small index

    A. V. Nagaev, S.M. Shkol'nik

    СтатьяStochastic processes and financial applicationsJournal of Mathematical Sciences1995Цитирований: 0
    ABI

  10. <title>Anomalous signal detection and estimation on the stochastic noise background</title>

    Shakir Kasimovich Formanov, Anatoliy N. Startsev, Olimshan Sh. Sharipov +1

    СтатьяStochastic processes and financial applicationsProceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE2006Цитирований: 0
    ABI

  11. Modeling and Forecasting the Yield Curve Under Model Uncertainty

    Francesco Donati, Paola Donati

    СтатьяMonetary Policy and Economic ImpactSSRN Electronic Journal2008Цитирований: 0
    ABI

  12. Laws of the iterated logarithm and an almost sure invariance principle for mixing B-valued random variables and autoregressive processes

    Olimjon Sh. Sharipov

    СтатьяProbability and Risk ModelsLithuanian Mathematical Journal2009Цитирований: 0
    ABI

  13. Soft-ConstrainedStochasticNashGamesfor WeaklyCoupledLarge-ScaleSystems ?

    Hiroaki Mukaidani

    СтатьяEconomic theories and models2009Цитирований: 0
    ABI

  14. Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation

    Abdujabar Rasulov, Gulnora Raimova, Michael Mascagni

    СтатьяStochastic processes and financial applicationsMathematics and Computers in Simulation2010Цитирований: 0
    ABI

  15. Mean-Variance Hedging via Stochastic Control and BSDEs for General Semimartingales

    Monique Jeanblanc, Michael Mania, Marina Santacroce +1

    СтатьяStochastic processes and financial applicationsSSRN Electronic Journal2011Цитирований: 0
    ABI

  16. Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data

    Olimjon Sh. Sharipov, Martin Wendler

    СтатьяStatistical Methods and InferenceStatistics & Probability Letters2012Цитирований: 0
    ABI

  17. Comparison Results for GARCH Processes

    Fabio Bellini, Franco Pellerey, Carlo Sgarra +1

    ПрепринтFinancial Risk and Volatility ModelingJournal of Applied Probability2012Цитирований: 0
    ABI

  18. Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method

    Abdujabar Rasulov, Rasuljon Rakhmatov, A.Y. Nafasov

    СтатьяCapital Investment and Risk AnalysisJournal of Applied Mathematics and Physics2016Цитирований: 0
    ABI

  19. О скорости сходимости распределений решений к стационарной мере при $t\to+\infty$ для стохастической системы модели Лоренца бароклинной атмосферы

    Yulia Yur'evna Klevtsova

    СтатьяAdvanced Mathematical Modeling in EngineeringМатематический сборник2017Цитирований: 0
    ABI

  20. Monte Carlo method for the calculation the price of multi-asset options

    Abdujabar Rasulov, Matyakub T. Bakoyev, Makhmadrasul Y. Rahmatov

    СтатьяStochastic processes and financial applicationsAIP conference proceedings2018Цитирований: 0
    ABI

  21. The Transactional Asset Pricing Approach (TAPA): A Non-Technical Summary of the TAPA Framework for Valuing Illiquid Income-Producing Assets

    Vladimir B. Michailetz, Andrey Igorevich Artemenkov

    СтатьяFinancial Markets and Investment StrategiesSSRN Electronic Journal2018Цитирований: 0
    ABI

  22. Binomni model kamatnih stopa

    Petra Labaš

    ДиссертацияEconomic theories and modelsRepository of the Faculty of Science, University of Zagreb2018Цитирований: 0
    ABI

  23. Ganikhodjaev's conjecture on mean ergodicity of quadratic stochastic operators

    Mansoor Saburov, Khikmat Saburov

    Статьяadvanced mathematical theoriesBulletin of National University of Uzbekistan Mathematics and Natural Sciences2019Цитирований: 0
    ABI

  24. Monte Carlo Solution of Dirichlet Problem for Semi-linear Equation

    Abdujabar Rasulov, Gulnora Raimova, Matyokub Bakoev

    ГлаваMathematical Approximation and IntegrationLecture notes in computer science2019Цитирований: 0
    ABI

  25. Replica Bethe Ansatz solution to the Kardar-Parisi-Zhang equation on the half-line

    Alexandre Krajenbrink, Pierre Le Doussal

    СтатьяStochastic processes and statistical mechanicsSciPost Physics2020Цитирований: 0
    ABI