Works by Malyarenko, Anatoliy
Results: 10
Numerical Studies on Asymptotics of European Option Under Multiscale Stochastic Volatility.
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- Methodology & Computing in Applied Probability, 2017, v. 19, n. 4, p. 1075, doi. 10.1007/s11009-017-9553-8
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- Article
Matérn Class Tensor-Valued Random Fields and Beyond.
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- Journal of Statistical Physics, 2017, v. 168, n. 6, p. 1276, doi. 10.1007/s10955-017-1847-2
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- Article
Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter.
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- Nonlinear Analysis: Modeling & Control, 2024, v. 29, n. 4, p. 802, doi. 10.15388/namc.2024.29.35560
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- Article
Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index.
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- Fractional Calculus & Applied Analysis, 2023, v. 26, n. 3, p. 1052, doi. 10.1007/s13540-023-00155-2
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- Article
Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities.
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- Communications in Statistics: Theory & Methods, 2018, v. 47, n. 6, p. 1328, doi. 10.1080/03610926.2017.1318923
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- Article
Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes.
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- Axioms (2075-1680), 2023, v. 12, n. 11, p. 1026, doi. 10.3390/axioms12111026
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- Article
Fractal planetary rings: Energy inequalities and random field model.
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- International Journal of Modern Physics B: Condensed Matter Physics; Statistical Physics; Applied Physics, 2017, v. 31, n. 30, p. -1, doi. 10.1142/S0217979217502368
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- Article
Tensor random fields in conductivity and classical or microcontinuum theories.
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- Mathematics & Mechanics of Solids, 2015, v. 20, n. 4, p. 418, doi. 10.1177/1081286513498524
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- Article
A deep look into the dagum family of isotropic covariance functions.
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- Journal of Applied Probability, 2022, v. 59, n. 4, p. 1026, doi. 10.1017/jpr.2021.103
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- Article
Evolution of forward curves in the Heath–Jarrow–Morton framework by cubature method on Wiener space.
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- Communications in Statistics: Case Studies & Data Analysis, 2021, v. 7, n. 4, p. 717, doi. 10.1080/23737484.2021.2010622
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- Article