A. V. Chertok

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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 note on functional limit theorems for compound Cox processes
Journal of Mathematical Sciences (New York)
2016-11-17Paper
Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes
Applied Mathematics and Computation
2016-06-21Paper
Modeling high-frequency non-homogeneous order flows by compound Cox processes
Journal of Mathematical Sciences (New York)
2016-04-11Paper


Research outcomes over time


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