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Stochastic processes and financial applications

Работ: 82

  1. On central limit theorems for branching processes with dependent immigration

    Vitaliy Golomoziy, Sadillo Sharipov

    СтатьяStochastic processes and statistical mechanicsBulletin of Taras Shevchenko National University of Kyiv Series Physics and Mathematics2020Цитирований: 0
    ABI

  2. On non-linear dependence of multivariate subordinated Lévy processes

    Elvira Di Nardo, Marina Marena, Patrizia Semeraro

    ПрепринтFinancial Risk and Volatility ModelingStatistics & Probability Letters2020Цитирований: 0
    ABI

  3. Statistical Ergodic Theorem in Symmetric Spaces for Infinite Measures

    Aleksandr Veksler, Vladimir Chilin

    СтатьяAdvanced Banach Space TheoryContemporary Mathematics Fundamental Directions2021Цитирований: 0
    ABI

  4. Monte Carlo methods for pricing weather derivatives

    Abdujabar Rasulov, Gulnora Raimova

    СтатьяStochastic processes and financial applicationsAIP conference proceedings2021Цитирований: 0
    ABI

  5. Central limit theorem for random fields with values in Hilbert space under Hannan’s condition

    Olimjon Sh. Sharipov, Dilnura Ruzieva

    СтатьяProbability and Risk ModelsAIP conference proceedings2021Цитирований: 0
    ABI

  6. Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part II - DBFS

    Steftcho Dokov, Ivilina Popova, David P. Morton

    СтатьяRisk and Portfolio Optimization2021 International Conference on Information Science and Communications Technologies (ICISCT)2021Цитирований: 0
    ABI

  7. Exchangeable Bernoulli distributions: high dimensional simulation, estimate and testing

    Roberto Fontana, Patrizia Semeraro

    ПрепринтStochastic processes and financial applicationsarXiv (Cornell University)2021Цитирований: 0
    ABI

  8. UNIFORM ERGODICITIES OF MARKOV SEMIGROUPS ON ABSTRACT STATES SPACES

    Nazife Erkurşun-Özcan, Farrukh Mukhamedov

    СтатьяAdvanced Banach Space TheoryJournal of Mathematical Sciences2022Цитирований: 0
    ABI

  9. Efficient portfolios computed with moment-based bounds

    David P. Morton, Steftcho Dokov, Ivilina Popova

    СтатьяRisk and Portfolio OptimizationFinance research letters2022Цитирований: 0
    ABI

  10. On the rate of convergence in the invariance principle for weakly dependent random variables

    A. K. Mukhamedov

    СтатьяProbability and Risk ModelsUkrains’kyi Matematychnyi Zhurnal2022Цитирований: 0
    ABI

  11. Monte Carlo Method for Pricing of Multi-Asset Rainbow Options

    A. Rasulov, Maxmadrasul Rakhmatov

    ГлаваStochastic processes and financial applicationsBook Publisher International (a part of SCIENCEDOMAIN International)2022Цитирований: 0
    ABI

  12. On the Rate of Convergence in the Invariance Principle for Weakly Dependent Random Variables

    A. K. Mukhamedov

    СтатьяProbability and Risk ModelsUkrainian Mathematical Journal2023Цитирований: 0
    ABI

  13. Strong law of large numbers for associated random variables with values in infinite dimensional spaces

    Olimjon Sh. Sharipov, Shaxzod Rizaqulov

    СтатьяProbability and Risk ModelsAIP conference proceedings2023Цитирований: 0
    ABI

  14. OPSIONLARNI BAHOLASHNING BLEK-SHOULZ MODELI

    Shirin Tursunxodjayeva

    СтатьяEconomic and Industrial DevelopmentEconomics and education2023Цитирований: 0
    ABI

  15. On Limit Theorems for Functional Autoregressive Processes with Random Coefficients

    Sadillo Sharipov

    СтатьяProbability and Risk ModelsLobachevskii Journal of Mathematics2023Цитирований: 0
    ABI

  16. Higher-order moments of the elliptic flow distribution in PbPb collisions at $$ \sqrt{s_{\textrm{NN}}} $$ = 5.02 TeV

    A. Tumasyan, W. Adam, Janik Walter Andrejkovic +97

    СтатьяHigh-Energy Particle Collisions ResearchJournal of High Energy Physics2024Цитирований: 0
    ABI

  17. The “zero-two” law in Orlicz–Kantorovich spaces

    Inomjon Ganiev, Farrukh Mukhamedov

    СтатьяAdvanced Banach Space TheoryAlgebra Universalis2024Цитирований: 0
    ABI

  18. Application of semiclassical approximation to stochastic differential equations

    Victor Malyutin, B. O. Nurjanov

    СтатьяStochastic processes and financial applicationsMonte Carlo Methods and Applications2024Цитирований: 0
    ABI

  19. Exploring solitary wave solutions in the Ivancevic option pricing model using a <i>ϕ</i> <sup>6</sup> -model fractional derivative technique

    Sajawal Abbas Baloch, Khush Bukht Mehdi, Rifaqat Ali +2

    СтатьяFractional Differential Equations SolutionsJournal of Nonlinear Complex and Data Science2025Цитирований: 0
    ABI

  20. Valuation of freight derivatives based on continuous-time stochastic models

    Zul Izwan Mohtar, Che Mohd Imran Che Taib

    СтатьяFinancial Risk and Volatility ModelingJapan Journal of Industrial and Applied Mathematics2025Цитирований: 0
    ABI

  21. On the limiting behavior of reduced processes generated from branching processes possibly having infinitely variance

    Ya. M. Khusanbaev

    СтатьяStochastic processes and statistical mechanicsTheory of Stochastic Processes2025Цитирований: 0
    ABI

  22. Gaussian approximation of dynamic cavity equations for linearly-coupled stochastic dynamics

    Mattia Tarabolo, Luca Dall’Asta

    СтатьяStochastic processes and financial applicationsSciPost Physics2025Цитирований: 0
    ABI

  23. A Note on the Crank–Nicolson Difference Scheme for the Numerical Solution of Stochastic Parabolic Equation

    Allaberen Ashyralyev, Ülker Okur, Charyyar Ashyralyyev

    СтатьяDifferential Equations and Boundary ProblemsComputational Mathematics and Mathematical Physics2025Цитирований: 0
    ABI

  24. On a Limiting Structure of Discrete-Time Stochastic Branching Systems with the Eventually Awaiting Death Moment

    Азам А. Имомов, Yorqinoy Ibrohimova

    ГлаваStochastic processes and statistical mechanicsCommunications in computer and information science2025Цитирований: 0
    ABI

  25. Functional Central Limit Theorem for Random Fields with Values in Some Infinite Dimensional Spaces

    O.Sh. Sharipov, D.S. Ruzieva

    СтатьяStochastic processes and financial applicationsZenodo (CERN European Organization for Nuclear Research)2026Цитирований: 0
    ABI