Yu. V. Yukhnovs'kii
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Person:2849250
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Limit behavior of the prices of a barrier option in the Black-Scholes model with random drift and volatility Theory of Probability and Mathematical Statistics | 2013-09-17 | Paper |
| Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II Theory of Probability and Mathematical Statistics | 2012-02-19 | Paper |
| Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I Theory of Probability and Mathematical Statistics | 2011-04-06 | Paper |
| General type and robustness of local minimal risk strategies | 2007-12-16 | Paper |
| scientific article; zbMATH DE number 5220006 (Why is no real title available?) | 2007-12-16 | Paper |
Research outcomes over time
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