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Stochastic processes and financial applications

82 та иш

  1. On One Regularity Condition for Quantum Quadratic Stochastic Processes

    Farrukh Mukhamedov

    МақолаQuantum Mechanics and ApplicationsUkrainian Mathematical Journal20011 иқтибос
    ABI

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

    T. A. Sarymsakov, Насир Набиевич Ганиходжаев

    Бобadvanced mathematical theoriesSpringer proceedings in physics19921 иқтибос
    ABI

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

    Olimjon Sh. Sharipov

    БобProbability and Risk ModelsBirkhäuser Basel eBooks20031 иқтибос
    ABI

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

    Yulia Yur'evna Klevtsova

    МақолаStochastic processes and financial applicationsМатематический сборник20151 иқтибос
    ABI

  5. Finite-energy sum rules for inclusive processes

    J. Kwieciǹski

    МақолаAdvanced Control Systems OptimizationLettere al nuovo cimento della societa italiana di fisica/Lettere al nuovo cimento19720 иқтибос
    ABI

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

    K. Zalewski

    МақолаFinancial Risk and Volatility ModelingLettere al nuovo cimento della societa italiana di fisica/Lettere al nuovo cimento19720 иқтибос
    ABI

  7. Properties of mode of spectral positive stable distributions

    A. V. Nagaev, S. M. Shcolnick

    БобStability and Controllability of Differential EquationsLecture notes in mathematics19870 иқтибос
    ABI

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

    Francis A. Longstaff

    МақолаFinancial Markets and Investment StrategiesThe Journal of Finance19890 иқтибос
    ABI

  9. Asymptotic properties of symmetric stable distributions with small index

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

    МақолаStochastic processes and financial applicationsJournal of Mathematical Sciences19950 иқтибос
    ABI

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

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

    МақолаStochastic processes and financial applicationsProceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE20060 иқтибос
    ABI

  11. Modeling and Forecasting the Yield Curve Under Model Uncertainty

    Francesco Donati, Paola Donati

    МақолаMonetary Policy and Economic ImpactSSRN Electronic Journal20080 иқтибос
    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

    МақолаProbability and Risk ModelsLithuanian Mathematical Journal20090 иқтибос
    ABI

  13. Soft-ConstrainedStochasticNashGamesfor WeaklyCoupledLarge-ScaleSystems ?

    Hiroaki Mukaidani

    МақолаEconomic theories and models20090 иқтибос
    ABI

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

    Abdujabar Rasulov, Gulnora Raimova, Michael Mascagni

    МақолаStochastic processes and financial applicationsMathematics and Computers in Simulation20100 иқтибос
    ABI

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

    Monique Jeanblanc, Michael Mania, Marina Santacroce +1

    МақолаStochastic processes and financial applicationsSSRN Electronic Journal20110 иқтибос
    ABI

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

    Olimjon Sh. Sharipov, Martin Wendler

    МақолаStatistical Methods and InferenceStatistics & Probability Letters20120 иқтибос
    ABI

  17. Comparison Results for GARCH Processes

    Fabio Bellini, Franco Pellerey, Carlo Sgarra +1

    ПрепринтFinancial Risk and Volatility ModelingJournal of Applied Probability20120 иқтибос
    ABI

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

    Abdujabar Rasulov, Rasuljon Rakhmatov, A.Y. Nafasov

    МақолаCapital Investment and Risk AnalysisJournal of Applied Mathematics and Physics20160 иқтибос
    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

    МақолаAdvanced Mathematical Modeling in EngineeringМатематический сборник20170 иқтибос
    ABI

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

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

    МақолаStochastic processes and financial applicationsAIP conference proceedings20180 иқтибос
    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

    МақолаFinancial Markets and Investment StrategiesSSRN Electronic Journal20180 иқтибос
    ABI

  22. Binomni model kamatnih stopa

    Petra Labaš

    ДиссертацияEconomic theories and modelsRepository of the Faculty of Science, University of Zagreb20180 иқтибос
    ABI

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

    Mansoor Saburov, Khikmat Saburov

    Мақолаadvanced mathematical theoriesBulletin of National University of Uzbekistan Mathematics and Natural Sciences20190 иқтибос
    ABI

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

    Abdujabar Rasulov, Gulnora Raimova, Matyokub Bakoev

    БобMathematical Approximation and IntegrationLecture notes in computer science20190 иқтибос
    ABI

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

    Alexandre Krajenbrink, Pierre Le Doussal

    МақолаStochastic processes and statistical mechanicsSciPost Physics20200 иқтибос
    ABI