Found 81 publications
Wave equation with a stable noise
Publisher: Taras Shevchenko National University of Kyiv
Authors: Georgiy Shevchenko, Larysa Pryhara
The Optimal Time To Exchange One Asset For Another On Finite Interval
Publisher: Springer Berlin
Authors: Georgiy Shevchenko, Yulia Mishura
Euler approximations of solutions of abstract equations and their applications in the theory of semigroups
Publisher: Springer
Authors: Georgiy Shevchenko, Yulia Mishura
Stochastic Selection Problem For A Stratonovich Sde With Power Non‑Linearity
Publisher: Bernoulli
Authors: Georgiy Shevchenko, Ilya Pavlyukevich
Smooth Approximations For Fractional And Multifractional Fields
Publisher: Random Operators and Stochastic Equations
Authors: Georgiy Shevchenko, Kostiantyn Ral’chenko
Fractional And Multifractional Models In Finance
Publisher: Taras Shevchenko National University of Kyiv
Authors: Georgiy Shevchenko
On reselling of European option
Publisher: Taras Shevchenko National University of Kyiv
Authors: Georgiy Shevchenko, Yulia Mishura, A. Kukush
On A Constant Related To American Type Options
Publisher: Theory of Probability and Mathematical Statistics
Authors: Georgiy Shevchenko
Approximation Of Random Variables By Functionals Of The Increments Of A Fractional Brownian Motion
Publisher: Theory of Probability and Mathematical Statistics
Authors: Georgiy Shevchenko, Taras Shalaiko
Euler Approximations Of Anticipating Quasilinear Stochastic Differential Equations
Publisher: Theory of Probability and Mathematical Statistics
Authors: Georgiy Shevchenko