List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Multi-factor polynomial diffusion models and inter-temporal futures dynamics | 2024-10-31 | Paper |
| On autoregressive measurement errors in a two-factor model | 2024-10-31 | Paper |
| The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues Theory of Probability & Its Applications | 2023-11-14 | Paper |
| On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps Theory of Probability & Its Applications | 2022-02-25 | Paper |
| On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion Statistics & Probability Letters | 2018-06-20 | Paper |
| On a representation of fractional Brownian motion and the limit distributions of statistics arising in cusp statistical models | 2017-05-03 | Paper |
| Lower and upper bounds for prices of Asian-type options Proceedings of the Steklov Institute of Mathematics | 2015-08-20 | Paper |
Research outcomes over time
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