Anton Yurchenko-Tytarenko

Available identifiers

Publication	Date of Publication	Type
Option pricing in sandwiched Volterra volatility model	2024-10-23	Paper
Optimal control in linear-quadratic stochastic advertising models with memory	2024-08-01	Paper
Sandwiched SDEs with unbounded drift driven by Hölder noises	2023-12-15	Paper
Power law in Sandwiched Volterra Volatility model	2023-11-02	Paper
From constant to rough: A survey of continuous volatility modeling	2023-09-02	Paper
Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes	2023-06-26	Paper
Parameter estimation in rough Bessel model	2023-05-24	Paper
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises	2023-05-11	Paper
Low-dimensional Cox-Ingersoll-Ross process	2023-03-22	Paper
Option pricing in Sandwiched Volterra Volatility model	2022-09-21	Paper
Optimal control in linear stochastic advertising models with memory	2021-06-22	Paper
Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model	2021-01-29	Paper
Fractional Cox-Ingersoll-Ross process with small Hurst indices	2019-10-08	Paper
Option pricing in fractional Heston-type model	2019-07-03	Paper
Fractional Cox-Ingersoll-Ross process with non-zero ``mean	2018-06-20	Paper

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