Ognian B. Enchev

Available identifiers

zbMath Open lyasoff.andrewMaRDI QIDQ1307472

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q4607221	2018-03-13	Paper
Another look at the integral of exponential Brownian motion and the pricing of Asian options	2016-10-27	Paper
THE TWO FUNDAMENTAL THEOREMS OF ASSET PRICING FOR A CLASS OF CONTINUOUS-TIME FINANCIAL MARKETS	2014-08-11	Paper
Spline Cubatures for Expectations of Diffusion Processes and Optimal Stopping in Higher Dimensions (with Computational Finance in View)	2008-10-17	Paper
White noise indexed by loops	2000-06-07	Paper
Pinned Brownian motion and its perturbations	1996-06-16	Paper
Towards a Riemannian geometry on the path space over a Riemannian manifold	1996-03-04	Paper
Integration by parts for pinned Brownian motion	1995-11-16	Paper
Anticipative diffusion and related change of measures	1995-01-19	Paper
Nonlinear transformations on the Wiener space	1995-01-03	Paper
Pathwise nonlinear filtering on abstract Wiener spaces	1994-07-21	Paper
Rademacher's theorem for Wiener functionals	1993-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q4029014	1993-03-28	Paper
https://portal.mardi4nfdi.de/entity/Q3976229	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3479307	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3790402	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3769697	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3662385	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3925629	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3930393	1981-01-01	Paper
Stochastic integrals for gaussian random functions	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3915738	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3862190	1979-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Ognian B. Enchev