Li, Xingxing; Liu, Haijun Empirical analysis of stock option pricing based on quantum model. (Chinese. English summary) Zbl 1474.91211 Math. Pract. Theory 50, No. 21, 314-320 (2020). MSC: 91G20 91G80 81P99 × Cite Format Result Cite Review PDF
Piangerelli, Marco; Tesei, Luca; Merelli, Emanuela A persistent entropy automaton for the Dow Jones stock market. (English) Zbl 1536.91323 Hojjat, Hossein (ed.) et al., Fundamentals of software engineering. 8th international conference, FSEN 2019, Tehran, Iran, May 1–3, 2019. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 11761, 37-42 (2019). MSC: 91G15 68Q45 62R40 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Hori, Atsushi; Fukushima, Masao Gauss-Seidel method for multi-leader-follower games. (English) Zbl 1419.91167 J. Optim. Theory Appl. 180, No. 2, 651-670 (2019). MSC: 91A65 91A06 91A10 90C33 × Cite Format Result Cite Review PDF Full Text: DOI
Dochviri, Besarion; Bokhashvili, Natela; Khechinashvili, Zaza On the multidimensional financial (B,S)-market. (English) Zbl 1524.91113 Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 31, 39-42 (2017). MSC: 91G15 60G46 91G20 × Cite Format Result Cite Review PDF Full Text: Link
Pavlov, I. V.; Shamrayeva, V. V.; Tsvetkova, I. V. On the existence of martingale measures satisfying the weakened condition of noncoincidence of barycenters in the case of countable probability space. (English. Russian original) Zbl 1386.60157 Theory Probab. Appl. 61, No. 1, 167-175 (2017); translation from Teor. Veroyatn. Primen. 61, No. 1, 173-181 (2016). MSC: 60G42 × Cite Format Result Cite Review PDF Full Text: DOI
Bondarev, B. V.; Khmelina, M. I. The functioning of the insurance company with premiums, depending on the current capital. Modified Clark-Samuelson model. (Russian. English summary) Zbl 1476.91121 Tr. Inst. Prikl. Mat. Mekh. 30, 9-19 (2016). MSC: 91G05 45K05 × Cite Format Result Cite Review PDF
Aleksandrova, O. V.; Zhmykhova, T. V. Finding the capital of the insurance company operating in the financial market, the methods of group analysis. (Russian. English summary) Zbl 1414.91155 Vestn. Voronezh. Gos. Univ., Ser. Fiz. Mat. 2015, No. 3, 65-72 (2015). MSC: 91B30 60H15 × Cite Format Result Cite Review PDF
Zhmykhova, T. V. Investment management strategy of insurance company capital on financial \((B,S)\)-market. (Ukrainian. English summary) Zbl 1313.91100 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2014, No. 2, 135-138 (2014). MSC: 91B30 91G10 × Cite Format Result Cite Review PDF
Bondarev, B. V.; Sosnytskyy, O. E. Some problems for Clark’s model. I. Estimating the non-ruin probability for an insurance company. (English. Russian original) Zbl 1298.91095 Cybern. Syst. Anal. 49, No. 2, 279-288 (2013); translation from Kibern. Sist. Anal. 2013, No. 2, 139-149 (2013). MSC: 91B30 60H30 × Cite Format Result Cite Review PDF Full Text: DOI
Bondarev, B. V.; Ragulina, E. Yu. On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market. (English. Russian original) Zbl 1288.91118 Cybern. Syst. Anal. 48, No. 5, 736-748 (2012); translation from Kibern. Sist. Anal. 2012, No. 5, 112-126 (2012). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Bondarev, B. V.; Sosnitskij, O. E. Estimate of the non-ruin probability of insurance company working on \((B,S)\)- market. Discrete time. (Russian. English summary) Zbl 1289.91071 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 66-74 (2012). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF
Yasins’kyj, V. K.; Yasins’kyj, Ye. V.; Yurchenko, I. V. Stabilization of jump values of stocks and bonds in the \((B,S)\)-market model. (Ukrainian. English summary) Zbl 1289.91184 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 30-46 (2012). MSC: 91G30 60H10 91B70 × Cite Format Result Cite Review PDF
Ragulina, O. Yu. Estimates and properties of the survival probability of an insurance company in the classical risk model with investments to the financial \((B,S)\)-market. (Ukrainian. English summary) Zbl 1289.91085 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2012, No. 2, 23-30 (2012). MSC: 91B30 60J75 62P05 91B70 × Cite Format Result Cite Review PDF
Agapov, O. I. The finding of the optimal control in a model of the \((B,S)\)-market with consumption in the case of discrete time. (Russian. English summary) Zbl 1265.91073 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 1, 128-31 (2012). MSC: 91B26 × Cite Format Result Cite Review PDF
Ragulina, E. Yu. On the survival probability of an insurance company in two risk models. (Russian. English summary) Zbl 1265.62038 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 1, 40-50 (2012). MSC: 62P05 49N90 91B30 60J75 × Cite Format Result Cite Review PDF
Belyavsky, G. I.; Danilova, N. V.; Sushko, S. S. The ways of finding fair prices of contingent claims for the discrete and continuous cases when parameters of \((B, S)\)-market may change at stochastic point of time. (Russian) Zbl 1224.91147 Izv. Vyssh. Uchebn. Zaved., Sev.-Kavk. Reg., Estestv. Nauki 2010, No. 6, 5-8 (2010). MSC: 91G20 91G60 91B24 × Cite Format Result Cite Review PDF
Shiskova, A. N. The criterion of completeness of the \((B, S)\)-market model in case of Haar special filtration with acceptance of arbitrage. (Russian) Zbl 1224.91198 Izv. Vyssh. Uchebn. Zaved., Sev.-Kavk. Reg., Estestv. Nauki 2010, No. 4, 24-27 (2010). MSC: 91G80 91B24 × Cite Format Result Cite Review PDF
Nazarko, O. V. Weak deformation of binary financial markets. (Russian) Zbl 1224.91195 Izv. Vyssh. Uchebn. Zaved., Sev.-Kavk. Reg., Estestv. Nauki 2010, No. 1, 12-18 (2010). MSC: 91G80 91B24 × Cite Format Result Cite Review PDF
Bronshtein, E. M.; Kolyasnikova, E. R. Approximate hedging strategy in the \((B, S, F)\)-market model. (Russian. English summary) Zbl 1224.91191 Mat. Model. 22, No. 11, 29-38 (2010). MSC: 91G80 91B24 91B70 × Cite Format Result Cite Review PDF Full Text: MNR
Bayev, A. V. On \(\delta(\epsilon)\)-sufficient control for saving-expenditure funds with consumption acting as an insurance company. II. (Russian. English summary) Zbl 1199.62029 Prykl. Stat., Aktuarna Finans. Mat. 2008, No. 1-2, 4-18 (2008). MSC: 62P05 91G80 91B70 × Cite Format Result Cite Review PDF
Mozhaev, G. A.; Pylosyan, E. A. Pricing in non-arbitrage \((B,S)\)-markets with infinite number off aggressive buyers of shares. (Russian) Zbl 1199.91278 Obozr. Prikl. Prom. Mat. 15, No. 5, 819-834 (2008). MSC: 91G80 91B24 91B26 × Cite Format Result Cite Review PDF
Vykhristov, V. A.; Mozhaev, G. A. Pricing in non-arbitrage \((B,S)\)-markets with finite number of aggressive buyers of shares. (Russian) Zbl 1199.91059 Obozr. Prikl. Prom. Mat. 14, No. 5, 769-787 (2007). Reviewer: Andrei Zemskov (Moskva) MSC: 91B24 91B26 91G80 × Cite Format Result Cite Review PDF
Temme, Nico M. Numerical aspects of special functions. (English) Zbl 1135.65011 Acta Numerica 16, 379-478 (2007). Reviewer: E. Kreyszig (Ottawa) MSC: 65D20 33F05 33Bxx 33Cxx 44A10 65R10 33Exx × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI
Bajev, A. V.; Bondarev, B. V.; Stepanov, E. V. Calculation of minimum value of fund of an insurance company. (Russian. English summary) Zbl 1199.91071 Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 2006, No. 2, 46-62 (2006). MSC: 91B30 91G50 × Cite Format Result Cite Review PDF
Belyavskiĭ, G. I.; Grober, T. A.; Misyura, V. V. A model of incomplete nonarbitration \((B, S)\)-market taking into account rigid buying up of the shares. (Russian) Zbl 1098.91093 Izv. Vyssh. Uchebn. Zaved., Sev.-Kavk. Reg., Estestv. Nauki 2, No. 130, 6-8 (2005). Reviewer: Evgenij Nechaev (Moskva) MSC: 91B70 91B26 × Cite Format Result Cite Review PDF
Posashkov, Sergij V. Investigation of a \((B, S)\) market of security with stochastic volatility driven by fractional Brownian motion. (Ukrainian. English summary) Zbl 1089.91503 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 2, 56-61 (2005). MSC: 91B28 91B30 × Cite Format Result Cite Review PDF
Melnikov, A. V.; Nachaev, M. L. On the pricing of equity linked-life insurance contracts in Gaussian financial environment. (English) Zbl 1102.91053 Teor. Jmovirn. Mat. Stat. 70, 94-100 (2004) and Theory Probab. Math. Stat. 70, 105-111 (2005). MSC: 91B28 91B30 × Cite Format Result Cite Review PDF
Zhyrnyj, G. G.; Cherkova, A. R. The asymmetric information and arbitration opportunity within the framework of a market as a whole. (Russian. English summary) Zbl 1164.91321 Prykl. Stat., Aktuarna Finans. Mat. 2004, No. 2, 32-36 (2004). MSC: 91B26 60J70 60G35 × Cite Format Result Cite Review PDF
Nasyrov, F. S. Symmetric integrals and their application in financial mathematics. (English. Russian original) Zbl 1034.60056 Proc. Steklov Inst. Math. 237, 256-269 (2002); translation from Tr. Mat. Inst. Steklova 237, 265-278 (2002). Reviewer: Anatoliy Swishchuk (Toronto) MSC: 60H05 91G20 91G80 × Cite Format Result Cite Review PDF
Bayev, Artem V.; Bondarev, Boris V. On some problem on \((B,S)\)-market. (English) Zbl 1081.91521 Prykl. Stat., Aktuarna Finans. Mat. 2001, No. 1, 4-29 (2001). MSC: 91B28 62P05 × Cite Format Result Cite Review PDF
Vynograds’ka, Alla V. Optimal control of \((B,S)\)-market under uncertainties. (Ukrainian. English summary) Zbl 0992.91031 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2001, No. 4, 206-211 (2001). MSC: 91B26 93E20 62P20 × Cite Format Result Cite Review PDF
Krvavych, Yu. V.; Mishura, Yu. S. Problems of stochastic analysis of Wiener integrals constructed by fractional Brownian motion. (Ukrainian. English summary) Zbl 0982.60079 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2001, No. 8, 14-18 (2001). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60J65 62P05 × Cite Format Result Cite Review PDF
Krvavych, Yu. V.; Mishura, Yu. S. Conditions of presence and absence of arbitrage for a model of \((B,S)\)-market defined by fractional Brownian motion. (Ukrainian. English summary) Zbl 0984.91039 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2000, No. 4, 9-16 (2000). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 91B26 62P05 60H05 × Cite Format Result Cite Review PDF
Griego, R. J.; Svishchuk, A. V. Black-Scholes formula for a market in a random environment. (English. Ukrainian original) Zbl 0989.60056 Theory Probab. Math. Stat. 62, 9-18 (2001); translation from Teor. Jmovirn. Mat. Stat. 62, 9-18 (2000). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60H10 60J27 91B24 60J60 62P05 60J65 × Cite Format Result Cite Review PDF