Cristin-person-ID: 1133105
Person

Anton Yurchenko-Tytarenko

  • Stilling:
    Gjest
    ved Risiko og stokastikk ved Universitetet i Oslo

Resultater Resultater

Quadratic hedging in SVV-model.

Yurchenko-Tytarenko, Anton. 2024, Workshop on Stochastics, Memory and Roughness 2024. UIOVitenskapelig foredrag

Low-dimensional Cox-Ingersoll-Ross process.

Pilipenko, Andrey; Mishura, Yuliya; Yurchenko-Tytarenko, Anton. 2024, Stochastics: An International Journal of Probability and Stochastic Processes. NAS, KNTSU, UIO, NTUUKPI, MDUVitenskapelig artikkel

Power law in Sandwiched Volterra Volatility model.

Yurchenko-Tytarenko, Anton; Di Nunno, Giulia. 2024, Modern Stochastics: Theory and Applications (MSTA). UIOVitenskapelig artikkel

Volterra sandwiched volatility model: Markovian approximation and hedging.

Yurchenko-Tytarenko, Anton. 2023, 15th Bachelier Colloquium in Mathematical Finance and Stochastic Calculus. UIOVitenskapelig foredrag

CIR process and Skorokhod problems]{Cox-Ingersoll-Ross process and Skorokhod problems.

Yurchenko-Tytarenko, Anton. 2023, Workshop on Stochastic Analysis and Applications. UIOVitenskapelig foredrag
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