Ушбу ишга иқтибос қилган ишлар

2 та иш

Иш: A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS

1. Semiclassical approximation of functional integrals containing the centrifugal potential

   Victor Malyutin, B. O. Nurjanov

   МақолаAlgebraic and Geometric AnalysisProceedings of the National Academy of Sciences of Belarus Physics and Mathematics Series20232 иқтибос

   ABIABI:AkademIndex/openalex/2023.article.002482

2. Application of semiclassical approximation to stochastic differential equations

   Victor Malyutin, B. O. Nurjanov

   МақолаStochastic processes and financial applicationsMonte Carlo Methods and Applications20240 иқтибос

   ABIABI:AkademIndex/openalex/2024.article.008271