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Victoria Steblovskaya - MaRDI portal

Victoria Steblovskaya

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Person:764420

Available identifiers

zbMath Open steblovskaya.victoria-rMaRDI QIDQ764420

List of research outcomes





PublicationDate of PublicationType
Optimal hedging in an extended binomial market under transaction costs2021-07-16Paper
MULTIPLIER OPTIMIZATION FOR CONSTANT PROPORTION PORTFOLIO INSURANCE (CPPI) STRATEGY2020-06-25Paper
Asymptotics of Gaussian integrals in infinite dimensions2019-07-04Paper
The volatility target effect in structured investment products with capital protection2018-11-09Paper
ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS2017-03-30Paper
https://portal.mardi4nfdi.de/entity/Q27904812016-03-04Paper
Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market2012-03-13Paper
Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets2009-10-08Paper
On a two-dimensional binary model of a financial market and its extension2007-11-02Paper
A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL2006-04-06Paper
https://portal.mardi4nfdi.de/entity/Q46769722005-05-20Paper
ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I2004-09-03Paper
A model of financial market with several interacting assets. Complete market case2003-10-22Paper
https://portal.mardi4nfdi.de/entity/Q48024092003-04-27Paper
https://portal.mardi4nfdi.de/entity/Q27262592001-07-16Paper
Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces2001-07-11Paper
https://portal.mardi4nfdi.de/entity/Q27117742001-04-25Paper
asymptotics of oscillatory integrals with quadratic phase function on wiener space2000-02-20Paper
https://portal.mardi4nfdi.de/entity/Q42260531999-05-18Paper
On transformations of mooth measure related to parabolic and hyperbolic differential equations in infinite dimensions1999-01-21Paper
https://portal.mardi4nfdi.de/entity/Q48535181998-03-29Paper
https://portal.mardi4nfdi.de/entity/Q47174601997-01-07Paper
On infinite-dimensional variational problems1996-08-05Paper
https://portal.mardi4nfdi.de/entity/Q48341281995-08-06Paper
https://portal.mardi4nfdi.de/entity/Q39734431992-06-26Paper
Smoothness of finite-dimensional images of measures1989-01-01Paper

Research outcomes over time

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