Grigory Temnov

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
A strategy based on mean reverting property of markets and applications to foreign exchange trading with trailing stops Applied Stochastic Models in Business and Industry	2019-02-08	Paper
Truncated moment-generating functions of the \(NIG\) process and their applications Stochastics and Dynamics	2017-08-04	Paper
On the conditional moment-generating function of a three-factor variance gammas based process and its applications to forward and futures pricing	2017-04-04	Paper
Analysis of Ornstein-Uhlenbeck process stopped at maximum drawdown and application to trading strategies with trailing stops	2015-07-06	Paper
Risk models with stochastic premium and ruin probability estimation Journal of Mathematical Sciences (New York)	2015-01-19	Paper
A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation Finance and Stochastics	2011-11-27	Paper
On the impact of hidden trends for a compound Poisson model with Pareto-type claims International Journal of Theoretical and Applied Finance	2010-09-21	Paper
Managing Operational Risk: Methodology and Prospects Mathematical Control Theory and Finance	2008-10-17	Paper
Risk process with random income Journal of Mathematical Sciences (New York)	2005-06-28	Paper

Research outcomes over time

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