E-LIB Suche - Ergebnisse für: Svishchuk, A. V

1

Random Motions in Markov and Semi-Markov Random Environment..

Mathematics and statistics

Pogorui, Anatoliy ; Svishchuk, A. V ; Rodríguez-Dagnino, Ramón M , 2021

Link: https://onlinelibrary.wi..

2

Random motions in Markov and semi-Markov random environment..

Mathematics and statistics

Pogorui, Anatoliy ; Svishchuk, A. V ; Rodríguez Dagnino, Ramón Martín , 2021

Link: https://onlinelibrary.wi..

3

Modeling and pricing of swaps for financial and energy mark..:

Svishchuk, A. V , 2013

Link: https://search.ebscohost..

4

Analog of the black-scholes formula for option pricing unde..:

Svishchuk, A. V. ; Zhuravitskii, D. G. ; Kalemanova, A. V.
Ukrainian Mathematical Journal. 52 (2000) 3 - p. 489-497 , 2000

Link: https://doi.org/10.1007/..

5

Stability of semi-Markov risk processes in schemes of avera..:

Svishchuk, A. V. ; Goncharova, S. Ya.
Ukrainian Mathematical Journal. 51 (1999) 7 - p. 1095-1104 , 1999

Link: https://doi.org/10.1007/..

6

Filtration of components of processes of random evolution:

Svishchuk, A. V. ; Lukin, O. E.
Ukrainian Mathematical Journal. 50 (1998) 12 - p. 1939-1944 , 1998

Link: https://doi.org/10.1007/..

7

Optimal control over evolution stochastic systems and its a..:

Svishchuk, A. V. ; Burdeinyi, A. G.
Ukrainian Mathematical Journal. 50 (1998) 5 - p. 780-794 , 1998

Link: https://doi.org/10.1007/..

8

Stability of semi-markov evolution systems and its applicat..:

Svishchuk, A. V. ; Burdeinyi, A. G.
Ukrainian Mathematical Journal. 48 (1996) 10 - p. 1574-1591 , 1996

Link: https://doi.org/10.1007/..

9

Hedging of options under mean-square criterion and semi-Mar..:

Svishchuk, A. V.
Ukrainian Mathematical Journal. 47 (1995) 7 - p. 1119-1127 , 1995

Link: https://doi.org/10.1007/..

10

Dual approximation of random evolutions in an averaging sch..:

Svishchuk, A. V.
Ukrainian Mathematical Journal. 44 (1992) 3 - p. 347-353 , 1992

Link: https://doi.org/10.1007/..

11

Limiting representation of continuous semi-Markov random ev..:

Korolyuk, V. S. ; Svishchuk, A. V.
Ukrainian Mathematical Journal. 41 (1989) 11 - p. 1267-1274 , 1989

Link: https://doi.org/10.1007/..

12

Weak convergence of semi-Markov random evolutions in an ave..:

Svishchuk, A. V.
Ukrainian Mathematical Journal. 41 (1989) 12 - p. 1450-1456 , 1989

Link: https://doi.org/10.1007/..

13

Phase averaging of nonhomogeneous semi-Markov random evolut..:

Korolyuk, V. S. ; Svishchuk, A. V.
Ukrainian Mathematical Journal. 41 (1989) 2 - p. 147-153 , 1989

Link: https://doi.org/10.1007/..

14

A central limit theorem for nonhomogeneous semi-Markov rand..:

Korolyuk, V. S. ; Svishchuk, A. V.
Ukrainian Mathematical Journal. 41 (1989) 8 - p. 912-918 , 1989

Link: https://doi.org/10.1007/..

15

Central limit theorem in the phase extension scheme for sem..:

Korolyuk, V. S. ; Svishchuk, A. V. ; Korolyuk, V. V.
Ukrainian Mathematical Journal. 39 (1988) 3 - p. 243-248 , 1988

Link: https://doi.org/10.1007/..