Yu. I. Kazmerchuk

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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
A continuous-time GARCH model for stochastic volatility with delay2007-10-30Paper
Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results
Differential Equations and Dynamical Systems
2007-09-07Paper
The pricing of options for securities markets with delayed response
Mathematics and Computers in Simulation
2007-07-27Paper
scientific article; zbMATH DE number 2186232 (Why is no real title available?)2005-07-05Paper
scientific article; zbMATH DE number 2119869 (Why is no real title available?)2004-11-29Paper
Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka
2002-02-17Paper


Research outcomes over time


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