Optimal control in linear-quadratic stochastic advertising models with memory
Giordano, Michele, Yurchenko-Tytarenko, Anton
Published in Decisions in economics and finance (01.06.2024)
Published in Decisions in economics and finance (01.06.2024)
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Journal Article
Fractional Cox–Ingersoll–Ross process with non-zero «mean
Mishura, Yuliya, Yurchenko-Tytarenko, Anton
Published in Modern Stochastics: Theory and Applications (01.03.2018)
Published in Modern Stochastics: Theory and Applications (01.03.2018)
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Journal Article
Fractional Cox–Ingersoll–Ross process with small Hurst indices
Mishura, Yuliya, Yurchenko-Tytarenko, Anton
Published in Modern Stochastics: Theory and Applications (01.03.2019)
Published in Modern Stochastics: Theory and Applications (01.03.2019)
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Journal Article
Power law in Sandwiched Volterra Volatility model
Di Nunno, Giulia, Yurchenko-Tytarenko, Anton
Published in Modern Stochastics: Theory and Applications (01.01.2024)
Published in Modern Stochastics: Theory and Applications (01.01.2024)
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Journal Article
From Constant to Rough: A Survey of Continuous Volatility Modeling
Di Nunno, Giulia, Kubilius, Kęstutis, Mishura, Yuliya, Yurchenko-Tytarenko, Anton
Published in Mathematics (Basel) (01.10.2023)
Published in Mathematics (Basel) (01.10.2023)
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Journal Article
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises
Di Nunno, Giulia, Mishura, Yuliya, Yurchenko-Tytarenko, Anton
Published in Numerical algorithms (01.06.2023)
Published in Numerical algorithms (01.06.2023)
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Journal Article
Sandwiched SDEs with unbounded drift driven by Hölder noises
Di Nunno, Giulia, Mishura, Yuliya, Yurchenko-Tytarenko, Anton
Published in Advances in applied probability (01.09.2023)
Published in Advances in applied probability (01.09.2023)
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Journal Article
Low-dimensional Cox-Ingersoll-Ross process
Mishura, Yuliya, Pilipenko, Andrey, Yurchenko-Tytarenko, Anton
Published in Stochastics (Abingdon, Eng. : 2005) (2024)
Published in Stochastics (Abingdon, Eng. : 2005) (2024)
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Journal Article
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises
Di Nunno, Giulia, Mishura, Yuliya, Yurchenko-Tytarenko, Anton
Published in Numerical algorithms (2022)
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Published in Numerical algorithms (2022)
Journal Article
From constant to rough: A survey of continuous volatility modeling
Di Nunno, Giulia, Kubilius, Kęstutis, Mishura, Yuliya, Yurchenko-Tytarenko, Anton
Year of Publication 02.09.2023
Year of Publication 02.09.2023
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Journal Article
Fractional Cox--Ingersoll--Ross process with small Hurst indices
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Journal Article