Mishura, Yu. S.; Yukhnovs’kii, Yu. V. Limit behavior of the prices of a barrier option in the Black-Scholes model with random drift and volatility. (English. Ukrainian original) Zbl 1274.91429 Theory Probab. Math. Stat. 84, 99-106 (2012); translation from Teor. Jmovirn. Mat. Stat. 84, 94-101 (2011). MSC: 91G20 60G44 60B12 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{Yu. V. Yukhnovs'kii}, Theory Probab. Math. Stat. 84, 99--106 (2012; Zbl 1274.91429); translation from Teor. Jmovirn. Mat. Stat. 84, 94--101 (2011) Full Text: DOI
Mishura, Yuliya S.; Yukhnovs’kiĭ, Yu. V. Functional limit theorems for stochastic integrals with applications to risk processes and to capital of self-financing strategies in a multidimensional market. II. (English. Ukrainian original) Zbl 1232.60026 Theory Probab. Math. Stat. 82, 87-101 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 92-103. MSC: 60F17 60H05 91B30 91G80 60K10 PDFBibTeX XMLCite \textit{Y. S. Mishura} and \textit{Yu. V. Yukhnovs'kiĭ}, Theory Probab. Math. Stat. 82, 87--101 (2011; Zbl 1232.60026); translation from Teor. Jmovirn. Mat. Stat. No. 82, 92--10 Full Text: DOI
Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V. Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. (Ukrainian, English) Zbl 1224.60061 Teor. Jmovirn. Mat. Stat. 81, 114-127 (2009); translation in Theory Probab. Math. Stat. 81, 131-146 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60F17 60H05 91B30 91G80 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Teor. Ĭmovirn. Mat. Stat. 81, 114--127 (2009; Zbl 1224.60061); translation in Theory Probab. Math. Stat. 81, 131--146 (2010) Full Text: DOI
Yukhnovskyj, Yu. V. Robustness of locally risk-minimizing strategies for two-dimensional risk assets. (Ukrainian. English summary) Zbl 1164.62429 Prykl. Stat., Aktuarna Finans. Mat. 2006, No. 1-2, 57-62 (2006). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{Yu. V. Yukhnovskyj}, Prykl. Stat., Aktuarna Finans. Mat. 2006, No. 1--2, 57--62 (2006; Zbl 1164.62429)
Yukhnovskyj, Yu. V. General type and robustness of local minimal risk strategies. (Ukrainian. English summary) Zbl 1164.62428 Prykl. Stat., Aktuarna Finans. Mat. 2004, No. 2, 47-55 (2004). MSC: 62P05 91B28 PDFBibTeX XMLCite \textit{Yu. V. Yukhnovskyj}, Prykl. Stat., Aktuarna Finans. Mat. 2004, No. 2, 47--55 (2004; Zbl 1164.62428)