Anton Yurchenko-Tytarenko

Bilde av Anton Yurchenko-Tytarenko
English version of this page
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)
Emneord: Matematikk, stokastisk analyse

Publikasjoner

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  • Nunno, Giulia Di & Yurchenko-Tytarenko, Anton (2021). Rough volatility: SDE with unbounded drift driven by Hölder continuous noise.
  • Giordano, Michele & Yurchenko-Tytarenko, Anton (2021). Optimal control in linear stochastic advertising models with memory.
  • Nunno, Giulia Di; Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2021). Volterra Sandwiched Volatility Model.
  • Nunno, Giulia Di; Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2021). Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model.
  • Nunno, Giulia Di; Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2021). Volterra Sandwiched Volatility Model.
  • Nunno, Giulia Di; Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2021). Volterra Sandwiched Volatility Model.
  • Nunno, Giulia Di; Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2021). Stochastic volatility modelling via sandwiched processes with Volterra noise.
  • Nunno, Giulia Di; Mishura, Yuliya & Yurchenko-Tytarenko, Anton (2020). Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model.
  • Yurchenko-Tytarenko, Anton (2020). Sandwiched processes driven by Hölder noises.
  • Yurchenko-Tytarenko, Anton (2020). Sandwiched processes driven by Holder noises.
  • Yurchenko-Tytarenko, Anton (2020). Sandwiched processes driven by Hölder noises.
  • Yurchenko-Tytarenko, Anton (2020). SDEs with unbounded drift driven by Holder noises.

Se alle arbeider i Cristin

Publisert 13. nov. 2019 11:48 - Sist endret 11. jan. 2022 14:11

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