A. A. Simogin

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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
scientific article; zbMATH DE number 7409960 (Why is no real title available?)2021-10-14Paper
Options of continuous geometric average price on a \((B,P)\)-market with Heath-Jarrow-Morton model
Prykladna Statystyka. Aktuarna ta Finansova Matematyka
2013-10-01Paper
scientific article; zbMATH DE number 6122961 (Why is no real title available?)2013-01-08Paper
Monte Carlo method for value of exotic options in the diffusion model with jumps
Prykladna Statystyka. Aktuarna ta Finansova Matematyka
2012-07-16Paper
A probability model of tax authorities operation2011-02-22Paper
scientific article; zbMATH DE number 5520315 (Why is no real title available?)2009-02-28Paper
scientific article; zbMATH DE number 2058891 (Why is no real title available?)2004-03-16Paper
scientific article; zbMATH DE number 2058896 (Why is no real title available?)2004-03-16Paper
On existence and uniqueness of the solution of a boundary value problem for a parabolic equation with random perturbations
Prykladna Statystyka. Aktuarna ta Finansova Matematyka
2002-04-24Paper
On estimate of the unknown parameter in parabolic systems with rapid random oscillations
Prykladna Statystyka. Aktuarna ta Finansova Matematyka
2001-09-16Paper
Estimation of an unknown parameter in the Cauchy problem for a first-order partial differential equation under small Gaussian perturbations
Ukraïns'kyĭ Matematychnyĭ Zhurnal
2001-09-16Paper
On convergence of the solution of Cauchy problem for the parabolic equation with quick random oscillations
Visnyk Donets'kogo Universytetu. Seriya A. Pryrodnychi Nauky
2001-09-11Paper
An inequality for the probability of large deviations of an estimate of an unknown parameter in the Cauchy problem for a first-order partial differential equation with rapid random oscillations
Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka
2001-09-11Paper
Estimate of proximity of solution of the initial boundary-value problem for the parabolic equation with quick random oscillations and the solution of Itô's equation
Visnyk Kharkivs'kogo Universytetu. Seriya Matematyka, Prykladna Matematyka i Mekhanika
2001-07-11Paper
Large-deviation inequalities for parameter estimators in stochastic systems
Cybernetics and Systems Analysis
1996-01-08Paper
scientific article; zbMATH DE number 177704 (Why is no real title available?)1993-05-18Paper


Research outcomes over time


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