V. P. Zubchenko

Available identifiers

Publication	Date of Publication	Type
Investigation of the scoring model for bank borrowers	2024-02-02	Paper
Mathematical modeling of the dynamics of an insurance company based on macro indicators	2023-09-29	Paper
Mathematical model of financial dynamics of an insurance company	2022-12-16	Paper
Study of the dynamics of the interest rate swap using machine learning methods	2022-12-16	Paper
Rating change classication of insurance companies indicators	2021-03-30	Paper
Properties of integrals with respect to fractional Poisson processes with compact kernels	2015-09-08	Paper
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process	2015-01-16	Paper
Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure	2012-03-19	Paper
Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitzian diffusion, and Poisson measures	2012-02-19	Paper
Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure	2011-04-06	Paper

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