The following pages link to Nikolai G. Dokuchaev (Q1413316):
Displaying 50 items.
- The predictability of band-limited, high-frequency and mixed processes in the presence of ideal low-pass filters (Q3528219) (← links)
- Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (Q3580015) (← links)
- (Q3709569) (← links)
- On First Exit Times for Homogeneous Diffusion Processes (Q3761433) (← links)
- (Q3824949) (← links)
- (Q3979865) (← links)
- (Q3982973) (← links)
- (Q3982996) (← links)
- (Q4220678) (← links)
- (Q4297957) (← links)
- (Q4350343) (← links)
- (Q4384409) (← links)
- (Q4445487) (← links)
- (Q4519150) (← links)
- Predictors for Discrete Time Processes With Energy Decay on Higher Frequencies (Q4574142) (← links)
- A pathwise inference method for the parameters of diffusion terms (Q4600191) (← links)
- A Closed Equation in Time Domain for Band-Limited Extensions of One-Sided Sequences (Q4621530) (← links)
- Optimal portfolio selection and compression in an incomplete market (Q4646491) (← links)
- On the structure of multifactor optimal portfolio strategies (Q4646821) (← links)
- On asymptotic optimality of Merton's myopic portfolio strategies under time discretization (Q4684005) (← links)
- (Q4713832) (← links)
- (Q4749714) (← links)
- (Q4749718) (← links)
- Parabolic Ito Equations with Nonsmooth Nonlinearity and Duality Approach (Q4830834) (← links)
- (Q4866368) (← links)
- (Q4889633) (← links)
- (Q4889662) (← links)
- CONTINUOUSLY CONTROLLED OPTIONS: DERIVATIVES WITH ADDED FLEXIBILITY (Q4916240) (← links)
- Backward parabolic Ito equations and the second fundamental inequality (Q4923232) (← links)
- Local Sojourn Time of Diffusion and Degenerating Processeson a Mobile Surface (Q4954351) (← links)
- Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise (Q4979806) (← links)
- On degenerate backward SPDEs in bounded domains under non-local conditions (Q5086462) (← links)
- On backward SPDEs without proper Cauchy condition (Q5086723) (← links)
- Regularity of complexified hyperbolic equations with integral conditions (Q5089910) (← links)
- MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING (Q5193009) (← links)
- OPTION PRICING VIA MAXIMIZATION OVER UNCERTAINTY AND CORRECTION OF VOLATILITY SMILE (Q5198955) (← links)
- On Differentiation of Functionals Containing the First Exit of a Diffusion Process from a Domain (Q5252477) (← links)
- (Q5261253) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS (Q5283407) (← links)
- Regularity for some backward heat equations (Q5305447) (← links)
- First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)
- Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization (Q5382702) (← links)
- Volatility estimation from short time series of stock prices (Q5419471) (← links)
- Parabolic equations with the second-order Cauchy conditions on the boundary (Q5423660) (← links)
- Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation† (Q5427771) (← links)
- Maximin investment problems for discounted and total wealth (Q5452006) (← links)
- Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage (Q5459529) (← links)
- (Q5504524) (← links)
- (Q5691547) (← links)
- Parabolic Ito equations and second fundamental inequality (Q5704640) (← links)
