Lioudmila Vostrikova

Available identifiers

zbMath Open vostrikova.lioudmilaMaRDI QIDQ1726858

List of research outcomes

Publication	Date of Publication	Type
On distributions of exponential functionals of the processes with independent increments	2021-01-14	Paper
Revisiting integral functionals of geometric Brownian motion	2020-09-01	Paper
On moments of integral exponential functionals of additive processes	2019-02-20	Paper
An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models	2018-12-13	Paper
On Exponential Functionals of Processes with Independent Increments	2018-10-25	Paper
Utility maximization for L{\'e}vy switching models	2018-07-24	Paper
Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes	2017-03-09	Paper
Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities	2015-08-20	Paper
f-Divergence Minimal Equivalent Martingale Measures and Optimal Portfolios for Exponential Lévy Models with a Change-point	2014-02-19	Paper
Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures	2013-07-08	Paper
Utility maximisation and utility indifference price for exponential semi-martingale models with random factor	2013-03-05	Paper
On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations	2012-08-24	Paper
On Continuity Properties for Option Prices in Exponential Lévy Models	2011-08-16	Paper
On regularity properties of Bessel flow	2009-11-23	Paper
Reflection principle and Ocone martingales	2009-10-13	Paper
The Moments of Wishart Processes via Itô Calculus	2008-01-30	Paper
Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach	2006-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q4802420	2003-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q4501626	2001-07-25	Paper
Uniform convergence of semimartingales and minimum distance estimators	1998-08-02	Paper
On non-consistency of estimators	1996-09-12	Paper
https://portal.mardi4nfdi.de/entity/Q4858555	1995-12-14	Paper
Rate of convergence in the functional limit theorem for likelihood ratio processes	1995-11-06	Paper
https://portal.mardi4nfdi.de/entity/Q3981163	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3819833	1989-01-01	Paper
On the weak convergence of likelihood ratio processes of general statistical parametric models	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3771456	1987-01-01	Paper
On Predictable Tests of $(c_n)$-Consistency of Estimates	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3763404	1986-01-01	Paper
An integral representation for the Hellinger distance.	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3763403	1985-01-01	Paper
On necessary and sufficient conditions for convergence of probability measures in variation	1984-01-01	Paper
On criteria for cn-consistency of estimators	1984-01-01	Paper
On “predictable” convergence criteria in variation of probability measures	1984-01-01	Paper
Functional limit theorems for the “disorder” problem	1983-01-01	Paper
Detection of a “Disorder” in a Wiener Process	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3923454	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3948492	1981-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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