Anton Yurchenko-Tytarenko
Stipendiat
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Risiko og stokastikk (SEKSJON 3)

English version of this page
E-post
antony@math.uio.no
Rom
1019
Brukernavn
Besøksadresse
Moltke Moes vei 35
Niels Henrik Abels hus
0851 Oslo
Postadresse
Postboks 1053 Blindern
0316 Oslo
Andre tilknytninger
Det matematisk-naturvitenskapelige fakultet
(Student)
Publikasjoner
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Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2022). Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. doi: 10.1080/17442508.2022.2047188. Fulltekst i vitenarkiv
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Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2020). Approximating Expected Value of an Option with Non-Lipschitz Payoff in Fractional Heston-Type Model. International Journal of Theoretical and Applied Finance. ISSN 0219-0249. 23(5). doi: 10.1142/S0219024920500314. Fulltekst i vitenarkiv
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Nunno, Giulia Di & Yurchenko-Tytarenko, Anton (2021). Rough volatility: SDE with unbounded drift driven by Hölder continuous noise.
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Giordano, Michele & Yurchenko-Tytarenko, Anton (2021). Optimal control in linear stochastic advertising models with memory.
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Nunno, Giulia Di; Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2021). Volterra Sandwiched Volatility Model.
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Nunno, Giulia Di; Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2021). Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model.
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Nunno, Giulia Di; Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2021). Volterra Sandwiched Volatility Model.
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Nunno, Giulia Di; Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2021). Volterra Sandwiched Volatility Model.
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Nunno, Giulia Di; Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2021). Stochastic volatility modelling via sandwiched processes with Volterra noise.
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Nunno, Giulia Di; Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2020). Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model.
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Yurchenko-Tytarenko, Anton (2020). Sandwiched processes driven by Hölder noises.
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Yurchenko-Tytarenko, Anton (2020). Sandwiched processes driven by Holder noises.
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Yurchenko-Tytarenko, Anton (2020). SDEs with unbounded drift driven by Holder noises. Vis sammendrag
Publisert 13. nov. 2019 11:48
- Sist endret 11. jan. 2022 14:11