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Anatoliy Swishchuk
Anatoliy Swishchuk
University of Calgary
Adresse e-mail validée de ucalgary.ca - Page d'accueil
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Semi-Markov random evolutions
V Korolyuk, A Swishchuk, V Korolyuk, A Swishchuk
Semi-Markov Random Evolutions, 59-91, 1995
1711995
Modeling of variance and volatility swaps for financial markets with stochastic volatilities
A Swishchuk
WILMOTT magazine 2, 64-72, 2004
1262004
Evolution of systems in random media
VS Korolyuk, AV Swishchuk
CRC press, 1995
1111995
The pricing of options for securities markets with delayed response
Y Kazmerchuk, A Swishchuk, J Wu
Mathematics and Computers in Simulation 75 (3-4), 69-79, 2007
792007
Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results
AF Ivanov, YI Kazmerchuk, AV Swishchuk
Differential Equations Dynam. Systems 11 (1-2), 55-115, 2003
742003
Random Evolutions and Their Applications: New Trends
A Swishchuk
Springer Science & Business Media, 2013
662013
Modeling and pricing of variance swaps for multi-factor stochastic volatilities with delay
A Swishchuk
Canadian Applied Mathematics Quarterly 14 (4), 439-467, 2006
582006
A continuous-time GARCH model for stochastic volatility with delay
Y Kazmerchuk, A Swishchuk, J Wu
Canadian Applied Mathematics Quarterly 13 (2), 123-149, 2005
572005
Random Evolutions and their applications
A Swishchuk
Springer Science & Business Media, 2012
492012
Discrete-time semi-Markov random evolutions and their applications
N Limnios, A Swishchuk
Advances in Applied Probability 45 (1), 214-240, 2013
482013
Pricing options and variance swaps in Markov-modulated Brownian markets
RJ Elliott, AV Swishchuk
Hidden Markov models in finance, 45-68, 2007
482007
Hedging of options under mean-square criterion and semi-Markov volatility
AV Svishchuk
Ukrainian Mathematical Journal 47 (7), 1119-1127, 1995
431995
Optimal control of stochastic differential delay equations with application in economics
AF Ivanov, AV Swishchuk
International Journal of Qualitative Theory of Differential Equations and …, 2008
412008
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
A Swishchuk
World Scientific, 2013
342013
Random dynamical systems in finance
A Swishchuk, S Islam
CRC Press, 2016
322016
Evolution of biological systems in random media: limit theorems and stability
A Swishchuk, J Wu
Springer Science & Business Media, 2003
322003
A semi-Markovian modeling of limit order markets
A Swishchuk, N Vadori
SIAM Journal on Financial Mathematics 8 (1), 240-273, 2017
292017
Explicit option pricing formula for a mean-reverting asset in energy market
AV Swishchuk
Journal of Numerical and Applied Mathematics 1 (96), 216-233, 2008
292008
Stability of stochastic delay equations of Ito form with jumps and Markovian switchings, and their applications in finance
AV Svishchuk, YI Kazmerchuk
Theory of Probability and Mathematical Statistics, 167-178, 2002
292002
General compound Hawkes processes in limit order books
A Swishchuk, A Huffman
Risks 8 (1), 28, 2020
282020
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