Hedging of options under mean-square criterion and semi-Markov volatility by Svishchuk, A.V.

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Hedging of options under mean-square criterion and semi-Markov volatility by Svishchuk, A. V., Свіщук, А. В.

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Binary approximation of random evolutions in the scheme of averaging by Svishchuk , A. V., Свищук , А. В.

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Stability of semi-Markov risk processes in schemes of averaging and diffusion approximation by Goncharova, S. Ya., Svishchuk, A. V., Гончарова, С. Я., Свіщук, А. В.

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Stochastic Stability of Processes Determined by Poisson Differential Equations with Delay by Svishchuk, A. V., Svishchuk, M. Ya., Свіщук, А. В., Свіщук, М. Я.

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Filtration of components of processes of random evolution by Lukin, A. E., Svishchuk, A. V., Лукін, О. Е., Свіщук, А. В.

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Optimal control over evolution stochastic systems and its application to stochastic models of financial mathematics by Biirdeinyi, A. G., Svishchuk, A. V., Бурдейний, А. Г., Свіщук, А. В.

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Stability of semi-markov evolution systems and its application in financial mathematics by Biirdeinyi, A. G., Svishchuk, A. V., Бурдейний, А. Г., Свіщук, А. В.

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On the Creative Contribution of V. S. Korolyuk to the Development of Probability Theory by Bratiichuk, N. S., Gusak, D. V., Svishchuk, A. V., Братійчук, М. С., Гусак, Д. В., Свіщук, А. В.

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Analog of the black-scholes formula for option pricing under conditions of (B, S, X)-incomplete market of securities with jumps by Zhuravyts'kyi, D. G., Kalemanova, A. V., Svishchuk, A. V., Журавицкий, Д. Г., Калеманова, А. В., Свищук, А. В., Журавицкий, Д. Г., Калеманова, А. В., Свищук, А. В.

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