M. A. Yakunin

Available identifiers

zbMath Open yakunin.maxim-aMaRDI QIDQ1975808

List of research outcomes

Publication	Date of Publication	Type
Parametric analysis of stochastic oscillators by the statistical modeling method	2022-11-15	Paper
https://portal.mardi4nfdi.de/entity/Q5852908	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	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	2016-07-22	Paper
Numerical solution to stochastic differential equations with a random structure on supercomputers	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
https://portal.mardi4nfdi.de/entity/Q3161927	2010-10-18	Paper
Analysis of the total profitability asymptotic distribution for a trade algorithm	2008-03-27	Paper
Mathematical modelling of system trade in currencies, shares, and financial futures	2006-01-23	Paper
https://portal.mardi4nfdi.de/entity/Q5698714	2005-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q4428031	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	2003-02-06	Paper
Multidimensional model of the dynamics of stock prices and the problem of constructing the investment portfolio	2001-12-13	Paper
Estimation of parameters in a system of stochastic differential equations from discrete observations	2000-05-04	Paper
https://portal.mardi4nfdi.de/entity/Q4242416	1999-05-10	Paper
https://portal.mardi4nfdi.de/entity/Q4387788	1998-05-14	Paper
Estimation of the parameters in stochastic differential equations	1998-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q3210024	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3320253	1983-01-01	Paper

Research outcomes over time

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