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