A. Kozhemyak

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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!

PublicationDate of PublicationType
Log-normal continuous cascade model of asset returns: aggregation properties and estimation
Quantitative Finance
2014-02-20Paper
Extreme values and fat tails of multifractal fluctuations
Physical Review E. Third Series
2012-08-12Paper
Asymptotic formulas for thermography based recovery of anomalies2010-02-12Paper
Continuous cascade models for asset returns
Journal of Economic Dynamics and Control
2010-01-19Paper
Mathematical models and reconstruction methods in magneto-acoustic imaging
European Journal of Applied Mathematics
2009-06-18Paper


Research outcomes over time


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