Victoria Steblovskaya

Available identifiers

zbMath Open steblovskaya.victoria-rMaRDI QIDQ764420

List of research outcomes

Publication	Date of Publication	Type
Optimal hedging in an extended binomial market under transaction costs	2021-07-16	Paper
MULTIPLIER OPTIMIZATION FOR CONSTANT PROPORTION PORTFOLIO INSURANCE (CPPI) STRATEGY	2020-06-25	Paper
Asymptotics of Gaussian integrals in infinite dimensions	2019-07-04	Paper
The volatility target effect in structured investment products with capital protection	2018-11-09	Paper
ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS	2017-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q2790481	2016-03-04	Paper
Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market	2012-03-13	Paper
Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets	2009-10-08	Paper
On a two-dimensional binary model of a financial market and its extension	2007-11-02	Paper
A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL	2006-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q4676972	2005-05-20	Paper
ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I	2004-09-03	Paper
A model of financial market with several interacting assets. Complete market case	2003-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q4802409	2003-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q2726259	2001-07-16	Paper
Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces	2001-07-11	Paper
https://portal.mardi4nfdi.de/entity/Q2711774	2001-04-25	Paper
asymptotics of oscillatory integrals with quadratic phase function on wiener space	2000-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4226053	1999-05-18	Paper
On transformations of mooth measure related to parabolic and hyperbolic differential equations in infinite dimensions	1999-01-21	Paper
https://portal.mardi4nfdi.de/entity/Q4853518	1998-03-29	Paper
https://portal.mardi4nfdi.de/entity/Q4717460	1997-01-07	Paper
On infinite-dimensional variational problems	1996-08-05	Paper
https://portal.mardi4nfdi.de/entity/Q4834128	1995-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q3973443	1992-06-26	Paper
Smoothness of finite-dimensional images of measures	1989-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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