The following pages link to Anatoliy Swishchuk (Q538917):
Displayed 50 items.
- Bernstein's inequalities and their extensions for getting the Black-Scholes option pricing formula (Q273845) (← links)
- Convergence to global equilibrium for Fokker-Planck equations on a graph and Talagrand-type inequalities (Q288752) (← links)
- Limit behavior of the Esscher premium (Q289615) (← links)
- Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem (Q317476) (← links)
- Quasi-linear equations with a small diffusion term and the evolution of hierarchies of cycles (Q325901) (← links)
- Counterparty risk and funding: immersion and beyond (Q331358) (← links)
- A Lundberg-type inequality for an inhomogeneous renewal risk model (Q340773) (← links)
- Limits of random differential equations on manifolds (Q343785) (← links)
- Application of the cluster expansion to a mathematical model of the long memory phenomenon in a financial market (Q372927) (← links)
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- Stratonovich's signatures of Brownian motion determine Brownian sample paths (Q377519) (← links)
- Intensive quantities in an economy and conjugate variables (Q382366) (← links)
- On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
- Darboux integrability of a nonlinear financial system (Q426343) (← links)
- A closed-form solution to Stollery's problem with damage in utility (Q429541) (← links)
- Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model (Q432365) (← links)
- Optimal fiscal policy with robust control (Q433644) (← links)
- Optimal martingale measures for defaultable assets (Q436296) (← links)
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
- Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions (Q436302) (← links)
- Inverse limits and statistical properties for chaotic implicitly defined economic models (Q439295) (← links)
- Bilateral credit valuation adjustment for large credit derivatives portfolios (Q468421) (← links)
- Trade credit competition between two retailers in a supply chain under credit-linked retail price and market demand (Q476272) (← links)
- The relations among the three kinds of conditional risk measures (Q477159) (← links)
- Pricing of discount bonds with a Markov switching regime (Q481375) (← links)
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- Bessel bridges decomposition with varying dimension: applications to finance (Q482808) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Strong limit theorems for anisotropic self-similar fields (Q486868) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Exponential attractors for random dynamical systems and applications (Q487660) (← links)
- Convolution copula econometrics (Q504915) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- (Q587611) (redirect page) (← links)
- Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering (Q613824) (← links)
- Diffusion approximations of the geometric Markov renewal processes and option price formulas (Q628848) (← links)
- Preservation of a.c.\ spectrum for random decaying perturbations of square-summable high-order variation (Q629696) (← links)
- Bounding contingent claim prices via hedging strategy with coherent risk measures (Q662867) (← links)
- Interpolation theorems for Lorentz martingale spaces (Q663068) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- Surplus analysis of Sparre Andersen insurance risk processes (Q680027) (← links)
- Asymptotic expansion of the invariant measure for ballistic random walk in the low disorder regime (Q682277) (← links)
- Polynomial processes and their applications to mathematical finance (Q693032) (← links)
- Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations (Q699481) (← links)
- Pathwise stochastic integrals for model free finance (Q726748) (← links)
- Moderate deviation principles for stochastic differential equations with jumps (Q726792) (← links)
- Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization (Q737315) (← links)
- Phase averaging of nonhomogeneous semi-Markov random evolutions (Q753286) (← links)
- A central limit theorem for nonhomogeneous semi-Markov random evolutions (Q753287) (← links)
- Pricing derivatives using the asymptotic expansion approach: credit migration models with stochastic credit spreads (Q763417) (← links)