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Computing, Telecommunications and Control
Computing, Telecommunications and Control
Peter the Great St. Petersburg Polytechnic University
Since 2008
ISSN 2687-0517
Английский
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Author
Niconenko Nataliya D.
Publication schedule
№1 March 2021
№2 June 2021
№3 September 2021
Latest issues
2020
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Volume 13
Issue 3
2020
,
Volume 13
Issue 2
2020
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Volume 13
Issue 1
2019
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Volume 12
Issue 4
Niconenko Nataliya D.
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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
1727
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
1746
Pages: 91-95