Anton Yurchenko-Tytarenko

Available identifiers

zbMath Open yurchenko-tytarenko.antonMaRDI QIDQ1641937

List of research outcomes

Publication	Date of Publication	Type
Sandwiched SDEs with unbounded drift driven by Hölder noises	2023-12-15	Paper
Power law in Sandwiched Volterra Volatility model	2023-11-02	Paper
From constant to rough: A survey of continuous volatility modeling	2023-09-02	Paper
Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes	2023-06-26	Paper
Parameter estimation in rough Bessel model	2023-05-24	Paper
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises	2023-05-11	Paper
Low-dimensional Cox-Ingersoll-Ross process	2023-03-22	Paper
Option pricing in Sandwiched Volterra Volatility model	2022-09-21	Paper
Optimal control in linear stochastic advertising models with memory	2021-06-22	Paper
APPROXIMATING EXPECTED VALUE OF AN OPTION WITH NON-LIPSCHITZ PAYOFF IN FRACTIONAL HESTON-TYPE MODEL	2021-01-29	Paper
Fractional Cox-Ingersoll-Ross process with small Hurst indices	2019-10-08	Paper
Option pricing in fractional Heston-type model	2019-07-03	Paper
Fractional Cox-Ingersoll-Ross process with non-zero ``mean	2018-06-20	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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