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

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

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

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Stability of semi-Markov risk processes in schemes of averaging and diffusion approximation von 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 von Svishchuk, A. V., Svishchuk, M. Ya., Свіщук, А. В., Свіщук, М. Я.

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Filtration of components of processes of random evolution von 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 von 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 von 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 von 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 von 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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