Anatoliy Swishchuk
Anatoliy Swishchuk
Verified email at ucalgary.ca - Homepage
Title
Cited by
Cited by
Year
Semi-Markov random evolutions
V Korolyuk, A Swishchuk
Semi-Markov Random Evolutions, 59-91, 1995
1521995
Modeling of variance and volatility swaps for financial markets with stochastic volatilities
A Swishchuk
WILMOTT magazine 2, 64-72, 2004
1112004
Evolution of systems in random media
VS Korolyuk, AV Swishchuk
CRC press, 1995
941995
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
702007
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
672003
Random Evolutions and Their Applications: New Trends
A Swishchuk
Springer Science & Business Media, 2013
532013
Modelling and Pricing of Variance Swaps for Multi-Factors Stochastic Volatilities with De-lay
A Swishchuk
492005
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
492005
Pricing options and variance swaps in Markov-modulated Brownian markets
RJ Elliott, AV Swishchuk
Hidden Markov Models in Finance, 45-68, 2007
432007
Discrete-time semi-Markov random evolutions and their applications
N Limnios, A Swishchuk
Advances in Applied Probability 45 (1), 214-240, 2013
392013
Random Evolutions and their applications
A Swishchuk
Springer Science & Business Media, 2012
392012
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
342008
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
A Swishchuk
World Scientific, 2013
302013
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
282002
Evolution of biological systems in random media: limit theorems and stability
A Swishchuk, J Wu
Springer Science & Business Media, 2003
262003
Explicit option pricing formula for a mean-reverting asset in energy market
A Swishchuk
Journal of Numerical and Applied Mathematics 1 (96), 216-233, 2008
232008
Random dynamical systems in finance
A Swishchuk, S Islam
CRC Press, 2013
222013
The geometric Markov renewal processes with application to finance
A Swishchuk, MS Islam
Stochastic analysis and applications 29 (4), 684-705, 2011
202011
A semi-Markovian modeling of limit order markets
A Swishchuk, N Vadori
SIAM Journal on Financial Mathematics 8 (1), 240-273, 2017
192017
Pricing currency derivatives with Markov-modulated Lévy dynamics
A Swishchuk, M Tertychnyi, R Elliott
Insurance: Mathematics and Economics 57, 67-76, 2014
192014
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