The following pages link to Yuliya S. Mishura (Q590139):
Displaying 50 items.
- (Q180718) (redirect page) (← links)
- Facelifting in utility maximization (Q261918) (← links)
- Superreplication when trading at market indifference prices (Q261922) (← links)
- The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory (Q272978) (← links)
- Constructing functions with prescribed pathwise quadratic variation (Q281858) (← links)
- Stability of utility maximization in nonequivalent markets (Q287676) (← links)
- Strong Feller properties for degenerate SDEs with jumps (Q297467) (← links)
- Convergence of solutions of mixed stochastic delay differential equations with applications (Q300023) (← links)
- A class of Lévy driven SDEs and their explicit invariant measures (Q308998) (← links)
- The rate of convergence to the normal law in terms of pseudomoments (Q340762) (← links)
- Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence (Q340767) (← links)
- Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779) (← links)
- Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation (Q340795) (← links)
- Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
- Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter (Q340833) (← links)
- On the distribution of integral functionals of a homogeneous diffusion process (Q341080) (← links)
- Practical approaches to the estimation of the ruin probability in a risk model with additional funds (Q341092) (← links)
- Workshop ``Fractality and fractionality'' (Q343043) (← links)
- Small ball properties and representation results (Q347466) (← links)
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (Q356320) (← links)
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Singular FBSDEs and scalar conservation laws driven by diffusion processes (Q377517) (← links)
- Some norm estimates for semimartingales (Q389016) (← links)
- Dimensional reduction in nonlinear filtering: a homogenization approach (Q389065) (← links)
- Optimal stopping problems for the maximum process with upper and lower caps (Q389066) (← links)
- Measurability of semimartingale characteristics with respect to the probability law (Q404599) (← links)
- Boundary noncrossings of additive Wiener fields (Q406615) (← links)
- Atomic decompositions of Banach lattice-valued martingales (Q419200) (← links)
- The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
- On predicting the ultimate maximum for exponential Lévy processes (Q456278) (← links)
- The central limit theorem in Lipschitz domains (Q461407) (← links)
- Robust hedging with proportional transaction costs (Q468414) (← links)
- A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- On the event distance of Poisson processes with applications to sensors (Q477345) (← links)
- Approximation of fractional Brownian motion by martingales (Q479168) (← links)
- No zero-crossings for random polynomials and the heat equation (Q482834) (← links)
- Harnack inequalities for SDEs driven by subordinate Brownian motions (Q483039) (← links)
- European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process (Q486871) (← links)
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities (Q492168) (← links)
- Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise (Q501514) (← links)
- Banach random walk in the unit ball \(S\subset l^{2}\) and chaotic decomposition of \(l^{2}( S,\mathbb {P})\) (Q501840) (← links)
- Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
- Watermark options (Q503393) (← links)
- Model uncertainty and the pricing of American options (Q503400) (← links)
- Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process (Q510223) (← links)
- Optimal mean-variance portfolio selection (Q513742) (← links)