O. Purtukhia

Available identifiers

zbMath Open purtukhia.omarMaRDI QIDQ2050342

List of research outcomes

Publication	Date of Publication	Type
Enhancing tail risk measurement: a practical approach to managing model risk of tail risk	2025-01-08	Paper
Constructive stochastic integral representation of some path-dependent Brownian functional	2025-01-06	Paper
On martingale representations of non-smooth Brownian functionals	2024-07-29	Paper
Nonlinear filtering problem and martingale representation	2024-04-26	Paper
https://portal.mardi4nfdi.de/entity/Q6181494	2024-01-02	Paper
Consistent hypothesis testing criteria in the Banach space of measures for Haar statistical structures	2024-01-02	Paper
https://portal.mardi4nfdi.de/entity/Q6181500	2024-01-02	Paper
https://portal.mardi4nfdi.de/entity/Q6050428	2023-09-18	Paper
On the stochastic integral representation of Brownian functionals	2023-07-06	Paper
Stochastic integral representation of past-dependent non-smooth Brownian functionals	2022-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q5091331	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5091355	2022-07-26	Paper
Stochastic integral representation of path-dependent non-smooth Brownian functionals	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5091295	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5091286	2022-07-26	Paper
Banach space valued functionals of the one dimensional Wiener process	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5032470	2022-02-16	Paper
The consistent criteria for hypotheses testing	2021-10-04	Paper
Objective and subjective consistent criteria for hypotheses testing	2021-08-30	Paper
On consistent criteria of hypotheses testing for non-separable complete metric space	2021-08-03	Paper
Banach space valued functionals of the Wiener process	2021-01-25	Paper
Stochastic derivative of Poisson polynomial functionals and its application	2021-01-12	Paper
On functionals of the Wiener process in a Banach space	2019-08-08	Paper
Hedging of the European option of the exotic type with a nonsmooth payoff function	2018-09-17	Paper
Stochastic integral representation of one stochastically non-smooth Wiener functional	2017-04-26	Paper
Stochastic integral representation of one nonsmooth Brownian functional	2017-02-16	Paper
Hedging of European option of integral type	2016-06-24	Paper
https://portal.mardi4nfdi.de/entity/Q5495375	2014-08-04	Paper
Clark's representation of Wiener functionals and hedging of the barrier option	2014-08-04	Paper
The Stein's identity and Poisson functionals	2014-01-03	Paper
Stochastic integral representation of multidimensional polynomial Poisson functionals	2010-01-07	Paper

Research outcomes over time

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