Found 75 publications
The Optimal Time To Exchange One Asset For Another On Finite Interval
Publisher: Springer Berlin
Authors: Georgiy Shevchenko, Yulia Mishura
Fractional Brownian Motion In A Nutshell
Publisher: arxiv
Authors: Georgiy Shevchenko
On A Constant Related To American Type Options
Publisher: Theory of Probability and Mathematical Statistics
Authors: Georgiy Shevchenko
Modern Stochastics And Applications
Publisher: Springer Cham
Authors: Georgiy Shevchenko, Volodymyr Korolyuk, Nikolaos Limnios, Yulia Mishura, Lyudmyla Sakhno
Asymptotic Behavior Of Mixed Power Variations And Statistical Estimation In Mixed Models
Publisher: Statistical Inference for Stochastic Processes
Authors: Georgiy Shevchenko, Yulia Mishura, Marco Dozzi
Fractional And Multifractional Models In Finance
Publisher: Taras Shevchenko National University of Kyiv
Authors: Georgiy Shevchenko
Smooth Approximations For Fractional And Multifractional Fields
Publisher: Random Operators and Stochastic Equations
Authors: Georgiy Shevchenko, Kostiantyn Ral’chenko
Existence And Uniqueness Of Mild Solution To Stochastic Heat Equation With White And Fractional Noises
Publisher: arxiv
Authors: Georgiy Shevchenko, Kostiantyn Prontenko, Yulia Mishura
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