Ye. Yu. Munchak

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
An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility Theory of Probability and Mathematical Statistics	2017-08-30	Paper
Rate of convergence of option prices for approximations of the geometric Ornstein-Uhlenbeck process by Bernoulli jumps of prices on assets Theory of Probability and Mathematical Statistics	2017-02-09	Paper

Research outcomes over time

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