Computing, Telecommunications and Control
Computing, Telecommunications and Control Peter the Great St. Petersburg Polytechnic University
Since 2008
ISSN 2687-0517
en Английский
Version for the visually impaired
Author Niconenko Nataliya D.
Publication schedule
  • №3 September 2020
  • №4 December 2020
Latest issues
Niconenko Nataliya D.

Computation algorithm of arbitrage free price of financial commitment based on up to state sampling of Levy processes

Mathematical Modelling: Methods, algorithms, technologies
Belyavsky G.I. Niconenko N.D.
  • Year: 2012
  • Issue: 3
  • 0
  • 1257
  • Pages: 56-59

Problem of randomized stop of variance-optimal hedging

Mathematical Modelling: Methods, algorithms, technologies
Belyavsky G.I. Niconenko N.D.
  • Year: 2011
  • Issue: 4
  • 0
  • 1263
  • Pages: 91-95