The following pages link to Victoria Steblovskaya (Q764420):
Displaying 27 items.
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- (Q1263793) (redirect page) (← links)
- Smoothness of finite-dimensional images of measures (Q1263795) (← links)
- A model of financial market with several interacting assets. Complete market case (Q1409836) (← links)
- The volatility target effect in structured investment products with capital protection (Q1621618) (← links)
- (Q2711774) (← links)
- (Q2726259) (← links)
- (Q2790481) (← links)
- ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (Q2970317) (← links)
- Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets (Q3182407) (← links)
- A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL (Q3379411) (← links)
- (Q3973443) (← links)
- On transformations of mooth measure related to parabolic and hyperbolic differential equations in infinite dimensions (Q4215910) (← links)
- (Q4226053) (← links)
- asymptotics of oscillatory integrals with quadratic phase function on wiener space (Q4257061) (← links)
- (Q4676972) (← links)
- (Q4717460) (← links)
- (Q4802409) (← links)
- ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I (Q4810357) (← links)
- (Q4834128) (← links)
- (Q4853518) (← links)
- On infinite-dimensional variational problems (Q4882950) (← links)
- Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces (Q4955493) (← links)
- Optimal hedging in an extended binomial market under transaction costs (Q5001170) (← links)
- MULTIPLIER OPTIMIZATION FOR CONSTANT PROPORTION PORTFOLIO INSURANCE (CPPI) STRATEGY (Q5114681) (← links)
- Asymptotics of Gaussian integrals in infinite dimensions (Q5222883) (← links)
- On a two-dimensional binary model of a financial market and its extension (Q5424046) (← links)
