| Publication | Date of Publication | Type |
|---|
Optimal hedging in an extended binomial market under transaction costs
Quantitative Finance | 2021-07-16 | Paper |
Multiplier optimization for constant proportion portfolio insurance (CPPI) strategy
International Journal of Theoretical and Applied Finance | 2020-06-25 | Paper |
Asymptotics of Gaussian integrals in infinite dimensions
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2019-07-04 | Paper |
The volatility target effect in structured investment products with capital protection
Review of Derivatives Research | 2018-11-09 | Paper |
On the numerical aspects of optimal option hedging with transaction costs
International Journal of Theoretical and Applied Finance | 2017-03-30 | Paper |
Optimal hedging of path-dependent options in dicalete time incomplete market
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market
Journal of Probability and Statistics | 2012-03-13 | Paper |
Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets
Stochastic Analysis and Applications | 2009-10-08 | Paper |
On a two-dimensional binary model of a financial market and its extension
Discrete Mathematics and Applications | 2007-11-02 | Paper |
A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL
International Journal of Theoretical and Applied Finance | 2006-04-06 | Paper |
scientific article; zbMATH DE number 2169523 (Why is no real title available?)
| 2005-05-20 | Paper |
ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-09-03 | Paper |
A model of financial market with several interacting assets. Complete market case
Finance and Stochastics | 2003-10-22 | Paper |
scientific article; zbMATH DE number 1897414 (Why is no real title available?)
| 2003-04-27 | Paper |
Measures with smooth finite-dimensional projections
| 2001-07-16 | Paper |
Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces
Stochastics and Stochastic Reports | 2001-07-11 | Paper |
On a method of asymptotic expansions for infinite dimensional integrals with respect to smooth measures
Methods of Functional Analysis and Topology | 2001-04-25 | Paper |
asymptotics of oscillatory integrals with quadratic phase function on wiener space
Stochastics and Stochastic Reports | 2000-02-20 | Paper |
scientific article; zbMATH DE number 1241991 (Why is no real title available?)
| 1999-05-18 | Paper |
On transformations of mooth measure related to parabolic and hyperbolic differential equations in infinite dimensions
Stochastic Analysis and Applications | 1999-01-21 | Paper |
scientific article; zbMATH DE number 811853 (Why is no real title available?)
| 1998-03-29 | Paper |
scientific article; zbMATH DE number 952462 (Why is no real title available?)
| 1997-01-07 | Paper |
On infinite-dimensional variational problems
Stochastic Analysis and Applications | 1996-08-05 | Paper |
scientific article; zbMATH DE number 758213 (Why is no real title available?)
| 1995-08-06 | Paper |
scientific article; zbMATH DE number 16758 (Why is no real title available?)
| 1992-06-26 | Paper |
Smoothness of finite-dimensional images of measures
Ukrainian Mathematical Journal | 1989-01-01 | Paper |
