H. Kechejian

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Person:2132107



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!

PublicationDate of PublicationType
Portfolio value-at-risk approximation for geometric Brownian motion
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
2024-09-11Paper
Algorithm of calculation of combined commodity options value
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
2022-04-27Paper
On Poisson mixture of lognormal distributions
Lobachevskii Journal of Mathematics
2020-10-27Paper


Research outcomes over time


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