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
https://portal.mardi4nfdi.de/entity/Q6181428	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
https://portal.mardi4nfdi.de/entity/Q5045087	2022-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q5091331	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5091355	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5091402	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5091295	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5091286	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5091337	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
https://portal.mardi4nfdi.de/entity/Q5004794	2021-08-03	Paper
https://portal.mardi4nfdi.de/entity/Q5146338	2021-01-25	Paper
https://portal.mardi4nfdi.de/entity/Q3387410	2021-01-12	Paper
On functionals of the Wiener process in a Banach space	2019-08-08	Paper
https://portal.mardi4nfdi.de/entity/Q5376405	2018-09-17	Paper
https://portal.mardi4nfdi.de/entity/Q2979796	2017-04-26	Paper
https://portal.mardi4nfdi.de/entity/Q2962359	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
https://portal.mardi4nfdi.de/entity/Q5495362	2014-08-04	Paper
The Stein's identity and Poisson functionals	2014-01-03	Paper
https://portal.mardi4nfdi.de/entity/Q3655472	2010-01-07	Paper

Research outcomes over time

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