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Stochastic processes and financial applications

82 ta ish

  1. On One Regularity Condition for Quantum Quadratic Stochastic Processes

    Farrukh Mukhamedov

    MaqolaQuantum Mechanics and ApplicationsUkrainian Mathematical Journal20011 iqtibos
    ABI

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

    T. A. Sarymsakov, Насир Набиевич Ганиходжаев

    Bobadvanced mathematical theoriesSpringer proceedings in physics19921 iqtibos
    ABI

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

    Olimjon Sh. Sharipov

    BobProbability and Risk ModelsBirkhäuser Basel eBooks20031 iqtibos
    ABI

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

    Yulia Yur'evna Klevtsova

    MaqolaStochastic processes and financial applicationsМатематический сборник20151 iqtibos
    ABI

  5. Finite-energy sum rules for inclusive processes

    J. Kwieciǹski

    MaqolaAdvanced Control Systems OptimizationLettere al nuovo cimento della societa italiana di fisica/Lettere al nuovo cimento19720 iqtibos
    ABI

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

    K. Zalewski

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

  7. Properties of mode of spectral positive stable distributions

    A. V. Nagaev, S. M. Shcolnick

    BobStability and Controllability of Differential EquationsLecture notes in mathematics19870 iqtibos
    ABI

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

    Francis A. Longstaff

    MaqolaFinancial Markets and Investment StrategiesThe Journal of Finance19890 iqtibos
    ABI

  9. Asymptotic properties of symmetric stable distributions with small index

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

    MaqolaStochastic processes and financial applicationsJournal of Mathematical Sciences19950 iqtibos
    ABI

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

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

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

  11. Modeling and Forecasting the Yield Curve Under Model Uncertainty

    Francesco Donati, Paola Donati

    MaqolaMonetary Policy and Economic ImpactSSRN Electronic Journal20080 iqtibos
    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

    MaqolaProbability and Risk ModelsLithuanian Mathematical Journal20090 iqtibos
    ABI

  13. Soft-ConstrainedStochasticNashGamesfor WeaklyCoupledLarge-ScaleSystems ?

    Hiroaki Mukaidani

    MaqolaEconomic theories and models20090 iqtibos
    ABI

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

    Abdujabar Rasulov, Gulnora Raimova, Michael Mascagni

    MaqolaStochastic processes and financial applicationsMathematics and Computers in Simulation20100 iqtibos
    ABI

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

    Monique Jeanblanc, Michael Mania, Marina Santacroce +1

    MaqolaStochastic processes and financial applicationsSSRN Electronic Journal20110 iqtibos
    ABI

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

    Olimjon Sh. Sharipov, Martin Wendler

    MaqolaStatistical Methods and InferenceStatistics & Probability Letters20120 iqtibos
    ABI

  17. Comparison Results for GARCH Processes

    Fabio Bellini, Franco Pellerey, Carlo Sgarra +1

    PreprintFinancial Risk and Volatility ModelingJournal of Applied Probability20120 iqtibos
    ABI

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

    Abdujabar Rasulov, Rasuljon Rakhmatov, A.Y. Nafasov

    MaqolaCapital Investment and Risk AnalysisJournal of Applied Mathematics and Physics20160 iqtibos
    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

    MaqolaAdvanced Mathematical Modeling in EngineeringМатематический сборник20170 iqtibos
    ABI

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

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

    MaqolaStochastic processes and financial applicationsAIP conference proceedings20180 iqtibos
    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

    MaqolaFinancial Markets and Investment StrategiesSSRN Electronic Journal20180 iqtibos
    ABI

  22. Binomni model kamatnih stopa

    Petra Labaš

    DissertatsiyaEconomic theories and modelsRepository of the Faculty of Science, University of Zagreb20180 iqtibos
    ABI

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

    Mansoor Saburov, Khikmat Saburov

    Maqolaadvanced mathematical theoriesBulletin of National University of Uzbekistan Mathematics and Natural Sciences20190 iqtibos
    ABI

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

    Abdujabar Rasulov, Gulnora Raimova, Matyokub Bakoev

    BobMathematical Approximation and IntegrationLecture notes in computer science20190 iqtibos
    ABI

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

    Alexandre Krajenbrink, Pierre Le Doussal

    MaqolaStochastic processes and statistical mechanicsSciPost Physics20200 iqtibos
    ABI