SPbPU Journal. Computer Science. Telecommunication and Control Systems
St. Petersburg State Polytechnical University Journal. Computer Science. Telecommunication and Control Systems Peter the Great St. Petersburg Polytechnic University
Since 2008
ISSN 2304-9766
ISSN online 2618-8694
en Английский
Version for the visually impaired
Author Niconenko Nataliya D.
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Publication schedule
  • №2 June 2019
    Submission deadline: 10 May 2019
  • №3 September 2019
    Submission deadline: 10 July 2019
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
  • 629
  • 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
  • 663
  • Pages: 91-95