Nataliya Yu. Shchestyuk

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Person:2932599

Available identifiers

zbMath Open shchestyuk.nataliya-yuMaRDI QIDQ2932599

List of research outcomes





PublicationDate of PublicationType
Interpolation problems for random fields from observations in areas that represent a system of embedded rectangles2024-07-08Paper
Models of stochastic and chaotic volatility for news analysis2024-07-08Paper
Simulating stochastic diffusion processes and processes with ``market time2024-07-08Paper
Risk modelling approaches for Student-like models with fractal activity time2024-07-08Paper
Two approaches for option pricing under illiquidity2024-07-08Paper
Interpolation problems for random fields on Sierpinski carpet2024-07-08Paper
Option pricing and stochastic optimization2024-03-16Paper
Monte-Carlo method for option pricing in sub-diffusive arithmetic models2021-12-21Paper
Student-like models for risky asset with dependence2017-05-16Paper
https://portal.mardi4nfdi.de/entity/Q29326002014-12-02Paper
https://portal.mardi4nfdi.de/entity/Q35526132010-04-22Paper
https://portal.mardi4nfdi.de/entity/Q35530782010-04-22Paper
https://portal.mardi4nfdi.de/entity/Q53249792009-08-08Paper
https://portal.mardi4nfdi.de/entity/Q53250832009-08-08Paper
https://portal.mardi4nfdi.de/entity/Q53252992009-08-08Paper
https://portal.mardi4nfdi.de/entity/Q36070612009-02-28Paper
https://portal.mardi4nfdi.de/entity/Q46751452005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46751992005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46771512005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46772182005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q44316412003-10-22Paper
https://portal.mardi4nfdi.de/entity/Q44316422003-10-22Paper
https://portal.mardi4nfdi.de/entity/Q44223312003-09-03Paper
https://portal.mardi4nfdi.de/entity/Q44180252003-08-07Paper
https://portal.mardi4nfdi.de/entity/Q44180832003-08-07Paper
https://portal.mardi4nfdi.de/entity/Q47824892002-12-01Paper

Research outcomes over time

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