D. Yu. Golembiovskii

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Person:1725587



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!

PublicationDate of PublicationType
Option pricing with ARIMA-GARCH models of underlying asset returns
Computational Mathematics and Modeling
2019-02-14Paper
Modeling futures price dynamics on the RTS and MICEX indices
Moscow University Computational Mathematics and Cybernetics
2017-07-18Paper
Solution to the management problem for a portfolio of derived financial instruments with pledge limitations
Journal of Computer and Systems Sciences International
2005-10-11Paper
An optimization model for a portfolio of financial derived instruments with pledge limitations
Journal of Computer and Systems Sciences International
2005-10-10Paper
scientific article; zbMATH DE number 4133279 (Why is no real title available?)1988-01-01Paper


Research outcomes over time


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