Increments of Normal Inverse Gaussian Process as Logarithmic Returns of Stock Price.
- Published in:
- Information Technology & Management Science, 2018, v. 21, p. 93, doi. 10.7250/itms-2018-0015
- By:
- Publication type:
- Article
Works by Matvejevs, Andrejs
Results: 11
1
2
Valuation of European Call Option via Inverse Fourier Transform.
- Published in:
- Information Technology & Management Science, 2017, v. 20, n. 1, p. 91, doi. 10.1515/itms-2017-0016
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- Publication type:
- Article
3
Wavelet Transform Modulus Maxima Approach for World Stock Index Multifractal Analysis.
- Published in:
- Information Technology & Management Science, 2012, p. 76, doi. 10.2478/v10313-012-0016-5
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- Publication type:
- Article
4
Nano-Accelerometers for Acceleration Measurement of Objects Moving in the Rarefied Gaseous Environments.
- Published in:
- Information Technology & Management Science, 2012, p. 134, doi. 10.2478/v10313-012-0019-2
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- Publication type:
- Article
5
The Evaluation of Financial Assets with Autocorrelations in Returns.
- Published in:
- Information Technology & Management Science, 2012, p. 116, doi. 10.2478/v10313-012-0025-4
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- Publication type:
- Article
6
A Paradigm for Modeling Infectious Diseases: Assessing Malware Spread in Early-Stage Outbreaks.
- Published in:
- Mathematics (2227-7390), 2025, v. 13, n. 1, p. 91, doi. 10.3390/math13010091
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- Publication type:
- Article
7
World Stock Indexes Wavelet Coefficients Probability Distribution Research and Analysis.
- Published in:
- Technologies of Computer Control, 2013, v. 14, p. 105
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- Publication type:
- Article
8
Revaluation of Estimated Option Prices Using GARCH Processes with Most Preferable Properties.
- Published in:
- Technologies of Computer Control, 2013, v. 14, p. 100
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- Publication type:
- Article
9
Optimal Control of Pantograph-Catenary System Based on Parametric Identification.
- Published in:
- Computer Science (1407-7493), 2011, v. 50, p. 17
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- Publication type:
- Article
10
Pantograph-Catenary System Modeling Using MATLAB-Simulink Algorithms.
- Published in:
- Computer Science (1407-7493), 2010, v. 44, p. 38
- By:
- Publication type:
- Article
11
ADAPTIVE CONTROL OF THE ELECTRICAL SOLAR SAIL BASED ON PARAMETRIC IDENTIFICATION.
- Published in:
- Computer Science (1407-7493), 2008, v. 36, p. 1
- By:
- Publication type:
- Article