Hasil Pencarian - Anatoliy Swishchuk

  • Menampilkan 1 - 16 hasil dari 16
Perbaiki Hasil
  1. 1
    Overview of Some Recent Results of Energy Market Modeling and Clean Energy Vision in Canada

    Overview of Some Recent Results of Energy Market Modeling and Clean Energy Vision in Canada oleh Anatoliy Swishchuk

    Diterbitkan 2023-08-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  2. 2
    Merton Investment Problems in Finance and Insurance for the Hawkes-Based Models

    Merton Investment Problems in Finance and Insurance for the Hawkes-Based Models oleh Anatoliy Swishchuk

    Diterbitkan 2021-06-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  3. 3
    Stochastic Modeling of Wind Derivatives with Application to the Alberta Energy Market

    Stochastic Modeling of Wind Derivatives with Application to the Alberta Energy Market oleh Sudeesha Warunasinghe, Anatoliy Swishchuk

    Diterbitkan 2024-01-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  4. 4
    Quantitative and Comparative Analyses of Limit Order Books with General Compound Hawkes Processes

    Quantitative and Comparative Analyses of Limit Order Books with General Compound Hawkes Processes oleh Qiyue He, Anatoliy Swishchuk

    Diterbitkan 2019-11-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  5. 5
    General Compound Hawkes Processes in Limit Order Books

    General Compound Hawkes Processes in Limit Order Books oleh Anatoliy Swishchuk, Aiden Huffman

    Diterbitkan 2020-03-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  6. 6
    Pricing of Averaged Variance, Volatility, Covariance and Correlation Swaps with Semi-Markov Volatilities

    Pricing of Averaged Variance, Volatility, Covariance and Correlation Swaps with Semi-Markov Volatilities oleh Anatoliy Swishchuk, Sebastian Franco

    Diterbitkan 2023-09-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  7. 7
    Pricing of Pseudo-Swaps Based on Pseudo-Statistics

    Pricing of Pseudo-Swaps Based on Pseudo-Statistics oleh Sebastian Franco, Anatoliy Swishchuk

    Diterbitkan 2023-08-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  8. 8
    Inhomogeneous Random Evolutions: Limit Theorems and Financial Applications

    Inhomogeneous Random Evolutions: Limit Theorems and Financial Applications oleh Nelson Vadori, Anatoliy Swishchuk

    Diterbitkan 2019-05-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  9. 9
    Discrete-Time Semi-Markov Random Evolutions in Asymptotic Reduced Random Media with Applications

    Discrete-Time Semi-Markov Random Evolutions in Asymptotic Reduced Random Media with Applications oleh Nikolaos Limnios, Anatoliy Swishchuk

    Diterbitkan 2020-06-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  10. 10
    Controlled Discrete-Time Semi-Markov Random Evolutions and Their Applications

    Controlled Discrete-Time Semi-Markov Random Evolutions and Their Applications oleh Anatoliy Swishchuk, Nikolaos Limnios

    Diterbitkan 2021-01-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  11. 11
    Optimal Liquidation, Acquisition and Market Making Problems in HFT under Hawkes Models for LOB

    Optimal Liquidation, Acquisition and Market Making Problems in HFT under Hawkes Models for LOB oleh Ana Roldan Contreras, Anatoliy Swishchuk

    Diterbitkan 2022-08-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  12. 12
    An Optimal Investment Strategy for Insurers in Incomplete Markets

    An Optimal Investment Strategy for Insurers in Incomplete Markets oleh Mohamed Badaoui, Begoña Fernández, Anatoliy Swishchuk

    Diterbitkan 2018-04-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  13. 13
    Multivariate General Compound Point Processes in Limit Order Books

    Multivariate General Compound Point Processes in Limit Order Books oleh Qi Guo, Bruno Remillard, Anatoliy Swishchuk

    Diterbitkan 2020-09-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  14. 14
    Modelling of Fuel- and Energy-Switching Prices by Mean-Reverting Processes and Their Applications to Alberta Energy Markets

    Modelling of Fuel- and Energy-Switching Prices by Mean-Reverting Processes and Their Applications to Alberta Energy Markets oleh Weiliang Lu, Alexis Arrigoni, Anatoliy Swishchuk, Stéphane Goutte

    Diterbitkan 2021-03-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  15. 15
    Asymptotic Estimation of Two Telegraph Particle Collisions and Spread Options Valuations

    Asymptotic Estimation of Two Telegraph Particle Collisions and Spread Options Valuations oleh Anatoliy A. Pogorui, Anatoliy Swishchuk, Ramón M. Rodríguez-Dagnino

    Diterbitkan 2022-06-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:
  16. 16
    Transformations of Telegraph Processes and Their Financial Applications

    Transformations of Telegraph Processes and Their Financial Applications oleh Anatoliy A. Pogorui, Anatoliy Swishchuk, Ramón M. Rodríguez-Dagnino

    Diterbitkan 2021-08-01
    Dapatkan teks lengkap
    Artikel
    Simpan ke Daftar
    Disimpan di:

Alat Pencarian: