Fractional Brownian motion in financial engineering models by V. S. Yanishevskyi, L. S. Nodzhak

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Path integral method for stochastic equations of financial engineering by V. S. Yanishevskyi, S. P. Baranovska

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The path integral method in interest rate models by V. S. Yanishevskyi, L. S. Nodzhak

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The linearization parameters method in thermoelastic problem of a thin thermosensitive hollow disk by V. S. Popovych, V. V. Yanishevskyi

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About the method of solution an option price equation in the Heston model by V. S. Yanishevskyi, R. V. Feshchur

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