Simogin, A. A. Two-color option pricing under a jump diffusion model. (Russian. English summary) Zbl 1476.91191 Tr. Inst. Prikl. Mat. Mekh. 29, 127-134 (2015). MSC: 91G20 60J74 PDFBibTeX XMLCite \textit{A. A. Simogin}, Tr. Inst. Prikl. Mat. Mekh. 29, 127--134 (2015; Zbl 1476.91191)
Simogin, A. A. Options of continuous geometric average price on a \((B,P)\)-market with Heath-Jarrow-Morton model. (Ukrainian. English summary) Zbl 1289.91175 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 88-96 (2012). MSC: 91G20 62P05 PDFBibTeX XMLCite \textit{A. A. Simogin}, Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 88--96 (2012; Zbl 1289.91175)
Simogin, A. A.; Dekina, A. V. Geometric Asian average price options in the Hull-White model. (Russian. English summary) Zbl 1265.62039 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 1, 51-58 (2012). MSC: 62P05 91G10 PDFBibTeX XMLCite \textit{A. A. Simogin} and \textit{A. V. Dekina}, Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 1, 51--58 (2012; Zbl 1265.62039)
Simogin, A. A. Monte Carlo method for value of exotic options in the diffusion model with jumps. (Russian. English summary) Zbl 1249.91133 Prykl. Stat., Aktuarna Finans. Mat. 2011, No. 1-2, 184-196 (2011). MSC: 91G20 62P05 91G60 65C05 PDFBibTeX XMLCite \textit{A. A. Simogin}, Prykl. Stat., Aktuarna Finans. Mat. 2011, No. 1--2, 184--196 (2011; Zbl 1249.91133)
Simogin, A. A.; Kotenko, A. A. A probability model of tax authorities operation. (Russian. English summary) Zbl 1224.62129 Prykl. Stat., Aktuarna Finans. Mat. 2009, No. 1-2, 59-71 (2009). MSC: 62P05 91A40 91G70 PDFBibTeX XMLCite \textit{A. A. Simogin} and \textit{A. A. Kotenko}, Prykl. Stat., Aktuarna Finans. Mat. 2009, No. 1--2, 59--71 (2009; Zbl 1224.62129)
Simogin, A. A. Fundamental equation for the cost of hedging. Nonlinear model. (Russian. English summary) Zbl 1164.91314 Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 2, 146-149 (2007). MSC: 91B24 PDFBibTeX XMLCite \textit{A. A. Simogin}, Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 2, 146--149 (2007; Zbl 1164.91314)
Simogin, A. A. Solution of the Cauchy problem for an equation with partial derivatives of the first order perturbed by rapid random oscillations. (Russian. English summary) Zbl 1035.60066 Prykl. Stat., Aktuarna Finans. Mat. 2002, No. 1, 57-60 (2002). MSC: 60H15 PDFBibTeX XMLCite \textit{A. A. Simogin}, Prykl. Stat., Aktuarna Finans. Mat. 2002, No. 1, 57--60 (2002; Zbl 1035.60066)
Simogin, A. A. Bounds for integrals of rapidly oscillating random processes. (Russian. English summary) Zbl 1035.60024 Prykl. Stat., Aktuarna Finans. Mat. 2001, No. 2, 111-125 (2001). MSC: 60F10 PDFBibTeX XMLCite \textit{A. A. Simogin}, Prykl. Stat., Aktuarna Finans. Mat. 2001, No. 2, 111--125 (2001; Zbl 1035.60024)
Simogin, A. A. On existence and uniqueness of the solution of a boundary value problem for a parabolic equation with random perturbations. (Russian. English summary) Zbl 0989.60060 Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 2, 96-104 (2000). Reviewer: A.D.Borisenko (Kyïv) MSC: 60H15 PDFBibTeX XMLCite \textit{A. A. Simogin}, Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 2, 96--104 (2000; Zbl 0989.60060)
Simogin, A. A.; Bondarev, B. V.; Dzundza, A. I. Estimation of an unknown parameter in the Cauchy problem for a first-order partial differential equation under small Gaussian perturbations. (English. Russian original) Zbl 0990.62085 Ukr. Math. J. 52, No. 7, 1147-1155 (2000); translation from Ukr. Mat. Zh. 52, No. 7, 999-1006 (2000). MSC: 62M30 35R60 62F10 60F10 62F12 PDFBibTeX XMLCite \textit{A. A. Simogin} et al., Ukr. Mat. Zh. 52, No. 7, 999--1006 (2000; Zbl 0990.62085); translation from Ukr. Mat. Zh. 52, No. 7, 999--1006 (2000) Full Text: DOI
Simogin, A. A. On estimate of the unknown parameter in parabolic systems with rapid random oscillations. (Russian. English summary) Zbl 0971.62053 Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 1, 42-57 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M40 35R60 62F10 60F10 PDFBibTeX XMLCite \textit{A. A. Simogin}, Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 1, 42--57 (2000; Zbl 0971.62053)
Bondarev, B. V.; Simogin, A. A. An inequality for the probability of large deviations of an estimate of an unknown parameter in the Cauchy problem for a first-order partial differential equation with rapid random oscillations. (English. Ukrainian original) Zbl 1012.62093 Theory Probab. Math. Stat. 62, 1-8 (2001); translation from Teor. Jmovirn. Mat. Stat. 62, 1-8 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62M09 60F10 60H15 35R60 62M40 PDFBibTeX XMLCite \textit{B. V. Bondarev} and \textit{A. A. Simogin}, Teor. Ĭmovirn. Mat. Stat. 62, 1--8 (2000; Zbl 1012.62093); translation from Teor. Jmovirn. Mat. Stat. 62, 1--8 (2000)
Bondarev, B. V.; Simogin, A. A. Estimate of proximity of solution of the initial boundary-value problem for the parabolic equation with quick random oscillations and the solution of Itô’s equation. (Russian) Zbl 0972.60052 Visn. Khark. Univ., Ser. Mat. Prykl. Mat. Mekh. 475, 388-393 (2000). MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{B. V. Bondarev} and \textit{A. A. Simogin}, Visn. Khark. Univ., Ser. Mat. Prykl. Mat. Mekh. 475, 388--393 (2000; Zbl 0972.60052)
Bondarev, B. V.; Simogin, A. A. On convergence of the solution of Cauchy problem for the parabolic equation with quick random oscillations. (Russian. English summary) Zbl 0978.60068 Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 1999, No. 1, 7-13 (1999). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60H15 35K99 35R60 PDFBibTeX XMLCite \textit{B. V. Bondarev} and \textit{A. A. Simogin}, Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 1, 7--13 (1999; Zbl 0978.60068)
Bondarev, B. V.; Simogin, A. A. Large-deviation inequalities for parameter estimators in stochastic systems. (English. Russian original) Zbl 0842.60061 Cybern. Syst. Anal. 30, No. 2, 236-251 (1994); translation from Kibern. Sist. Anal. 2, 95-112 (1994). MSC: 60H15 35R60 60F10 PDFBibTeX XMLCite \textit{B. V. Bondarev} and \textit{A. A. Simogin}, Cybern. Syst. Anal. 30, No. 2, 236--251 (1994; Zbl 0842.60061); translation from Kibern. Sist. Anal. 2, 95--112 (1994) Full Text: DOI
Bondarev, B. V.; Simogin, A. A. On estimation of the unknown parameter in elliptic systems perturbed by small Gaussian noise. (Russian) Zbl 0765.62079 Infinite-dimensional stochastic analysis, Collect. Sci. Works, 10-16 (1990). MSC: 62M09 PDFBibTeX XMLCite \textit{B. V. Bondarev} and \textit{A. A. Simogin}, in: Бесконечномерный стохастический анализ. Сборник научных трудов. Kiev: Institut Matematiki AN USSR. 10--16 (1990; Zbl 0765.62079)