M. A. Yakunin

From MaRDI portal
Person:1975808

Available identifiers

zbMath Open yakunin.maxim-aMaRDI QIDQ1975808

List of research outcomes

PublicationDate of PublicationType
Parametric analysis of stochastic oscillators by the statistical modeling method2022-11-15Paper
https://portal.mardi4nfdi.de/entity/Q58529082021-03-18Paper
Parametric analysis of the oscillatory solutions to stochastic differential equations with the Wiener and Poisson components by the Monte Carlo method2018-04-06Paper
Analysis of estimation accuracy of the first moments of a Monte Carlo solution to an SDE with Wiener and Poisson components2016-07-22Paper
Numerical solution of stochastic differential equations with random structure on supercomputers2014-04-07Paper
https://portal.mardi4nfdi.de/entity/Q31155012012-02-10Paper
https://portal.mardi4nfdi.de/entity/Q31618762010-10-18Paper
https://portal.mardi4nfdi.de/entity/Q31619272010-10-18Paper
https://portal.mardi4nfdi.de/entity/Q31619682010-10-18Paper
Analysis of the total profitability asymptotic distribution for a trade algorithm2008-03-27Paper
Mathematical modelling of system trade in currencies, shares, and financial futures2006-01-23Paper
https://portal.mardi4nfdi.de/entity/Q56987142005-10-28Paper
https://portal.mardi4nfdi.de/entity/Q44280312003-09-14Paper
Mathematical models of the prices of various financial instruments in the problem of constructing the investment portfolio in futures and option trading2003-02-06Paper
https://portal.mardi4nfdi.de/entity/Q27607162001-12-13Paper
Estimation of parameters in a system of stochastic differential equations from discrete observations2000-05-04Paper
https://portal.mardi4nfdi.de/entity/Q42424161999-05-10Paper
https://portal.mardi4nfdi.de/entity/Q43877881998-05-14Paper
Estimation of the parameters in stochastic differential equations1998-03-16Paper
https://portal.mardi4nfdi.de/entity/Q32100241988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33202531983-01-01Paper

Research outcomes over time


Doctoral students

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