Computing, Telecommunications and Control
Computing, Telecommunications and Control Peter the Great St. Petersburg Polytechnic University
Since 2008
ISSN 2687-0517
en Английский
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Author Niconenko Nataliya D.
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Publication schedule
  • №2 June 2022
  • №3 September 2022
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
  • 3031
  • 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
  • 2998
  • Pages: 91-95