A. A. Simogin

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Person:1905131

Available identifiers

zbMath Open simogin.a-aMaRDI QIDQ1905131

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q51561702021-10-14Paper
Options of continuous geometric average price on a \((B,P)\)-market with Heath-Jarrow-Morton model2013-10-01Paper
https://portal.mardi4nfdi.de/entity/Q48993662013-01-08Paper
Monte Carlo method for value of exotic options in the diffusion model with jumps2012-07-16Paper
A probability model of tax authorities operation2011-02-22Paper
https://portal.mardi4nfdi.de/entity/Q36077832009-02-28Paper
https://portal.mardi4nfdi.de/entity/Q44554482004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44554542004-03-16Paper
On existence and uniqueness of the solution of a boundary value problem for a parabolic equation with random perturbations2002-04-24Paper
On estimate of the unknown parameter in parabolic systems with rapid random oscillations2001-09-16Paper
Estimation of an unknown parameter in the Cauchy problem for a first-order partial differential equation under small Gaussian perturbations2001-09-16Paper
On convergence of the solution of Cauchy problem for the parabolic equation with quick random oscillations2001-09-11Paper
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 oscillations2001-09-11Paper
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 equation2001-07-11Paper
Large-deviation inequalities for parameter estimators in stochastic systems1996-01-08Paper
https://portal.mardi4nfdi.de/entity/Q40375901993-05-18Paper

Research outcomes over time

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