Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong The pricing of options for securities markets with delayed response. (English) Zbl 1301.91053 Math. Comput. Simul. 75, No. 3-4, 69-79 (2007). MSC: 91G20 PDFBibTeX XMLCite \textit{Y. Kazmerchuk} et al., Math. Comput. Simul. 75, No. 3--4, 69--79 (2007; Zbl 1301.91053) Full Text: DOI
Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong A continuous-time GARCH model for stochastic volatility with delay. (English) Zbl 1311.91197 Can. Appl. Math. Q. 13, No. 2, 123-149 (2005). MSC: 91G70 62M10 34K50 60H30 62P05 PDFBibTeX XMLCite \textit{Y. Kazmerchuk} et al., Can. Appl. Math. Q. 13, No. 2, 123--149 (2005; Zbl 1311.91197)
Kazmerchuk, Yu. I. First boundary problem for a fourth-order equation. (Russian) Zbl 1072.35519 Vestn. Kemer. Gos. Univ., Ser. Mat. 2004, No. 1, 170-175 (2004). MSC: 35G30 35A05 PDFBibTeX XMLCite \textit{Yu. I. Kazmerchuk}, Vestn. Kemer. Gos. Univ., Ser. Mat. 2004, No. 1, 170--175 (2004; Zbl 1072.35519)
Kazmerchuk, Y. I.; Wu, J. H. Stochastic state-dependent delay differential equations with applications in finance. (English) Zbl 1067.34086 Funct. Differ. Equ. 11, No. 1-2, 77-86 (2004). Reviewer: Henri Schurz (Carbondale) MSC: 34K50 34F05 37H10 60H10 60H30 65C20 65C30 65Pxx 91B24 91B28 91B70 91B62 PDFBibTeX XMLCite \textit{Y. I. Kazmerchuk} and \textit{J. H. Wu}, Funct. Differ. Equ. 11, No. 1--2, 77--86 (2004; Zbl 1067.34086)
Ivanov, A. F.; Kazmerchuk, Y. I.; Swishchuk, A. V. Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results. (English) Zbl 1231.34144 Differ. Equ. Dyn. Syst. 11, No. 1-2, 55-115 (2003). MSC: 34K50 60H10 62P05 34-02 PDFBibTeX XMLCite \textit{A. F. Ivanov} et al., Differ. Equ. Dyn. Syst. 11, No. 1--2, 55--115 (2003; Zbl 1231.34144)
Svishchuk, A. V.; Kazmerchuk, Yu. I. Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. (English. Ukrainian original) Zbl 0998.60059 Theory Probab. Math. Stat. 64, 167-178 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 141-151 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60H10 93E15 62P05 PDFBibTeX XMLCite \textit{A. V. Svishchuk} and \textit{Yu. I. Kazmerchuk}, Teor. Ĭmovirn. Mat. Stat. 64, 141--151 (2001; Zbl 0998.60059); translation from Teor. Jmovirn. Mat. Stat. 64, 141--151 (2001)