M. A. Yakunin

MaRDI QIDQ1975808zbMATH OpenFDO

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
Parametric analysis of stochastic oscillators by the statistical modeling method Сибирский журнал вычислительной математики	2022-11-15	Paper
scientific article; zbMATH DE number 7325223 (Why is no real title available?)	2021-03-18	Paper
Parametric analysis of the oscillatory solutions to stochastic differential equations with the Wiener and Poisson components by the Monte Carlo method Journal of Applied and Industrial Mathematics	2018-04-06	Paper
Analysis of estimation accuracy of the first moments of a Monte Carlo solution to an SDE with Wiener and Poisson components Numerical Analysis and Applications	2016-07-22	Paper
Numerical solution to stochastic differential equations with a random structure on supercomputers Numerical Analysis and Applications	2014-04-07	Paper
A credit risk estimate for long-term financial flows basing on statistical modeling	2012-02-10	Paper
Parameter estimates of a price series model as solution to linear SDE with a Poisson component	2010-10-18	Paper
Analysis of the number of sale/purchase signals for trade algorithms	2010-10-18	Paper
scientific article; zbMATH DE number 5800989 (Why is no real title available?)	2010-10-18	Paper
Analysis of the total profitability asymptotic distribution for a trade algorithm Russian Journal of Numerical Analysis and Mathematical Modelling	2008-03-27	Paper
Mathematical modelling of system trade in currencies, shares, and financial futures Russian Journal of Numerical Analysis and Mathematical Modelling	2006-01-23	Paper
scientific article; zbMATH DE number 2219907 (Why is no real title available?)	2005-10-28	Paper
scientific article; zbMATH DE number 1979661 (Why is no real title available?)	2003-09-14	Paper
Mathematical models of the prices of various financial instruments in the problem of constructing the investment portfolio in futures and option trading Russian Journal of Numerical Analysis and Mathematical Modelling	2003-02-06	Paper
Multidimensional model of the dynamics of stock prices and the problem of constructing the investment portfolio Sibirskiĭ Zhurnal Vychislitel'noĭ Matematiki	2001-12-13	Paper
Estimation of parameters in a system of stochastic differential equations from discrete observations Siberian Mathematical Journal	2000-05-04	Paper
scientific article; zbMATH DE number 1285660 (Why is no real title available?)	1999-05-10	Paper
scientific article; zbMATH DE number 1152914 (Why is no real title available?)	1998-05-14	Paper
Estimation of the parameters in stochastic differential equations Russian Journal of Numerical Analysis and Mathematical Modelling	1998-03-16	Paper
scientific article; zbMATH DE number 4190953 (Why is no real title available?)	1988-01-01	Paper
scientific article; zbMATH DE number 3850957 (Why is no real title available?)	1983-01-01	Paper

Research outcomes over time

This page was built for person: M. A. Yakunin