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
1281995
Modeling of variance and volatility swaps for financial markets with stochastic volatilities
A Swishchuk
WILMOTT magazine 2, 64-72, 2004
982004
Evolution of systems in random media
VS Korolyuk, AV Swishchuk
CRC press, 1995
821995
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
642007
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
612003
Random Evolutions and Their Applications: New Trends
A Swishchuk
Springer Science & Business Media, 2013
472013
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
472005
Pricing options and variance swaps in Markov-modulated Brownian markets
RJ Elliott, AV Swishchuk
Hidden Markov Models in Finance, 45-68, 2007
392007
Modeling and pricing of variance swaps for stochastic volatilities with delay
A Swishchuk
WILMOTT magazine 19 (September), 63-73, 2005
352005
Discrete-time semi-Markov random evolutions and their applications
N Limnios, A Swishchuk
Advances in Applied Probability 45 (1), 214-240, 2013
342013
Random Evolutions and their applications
A Swishchuk
Springer Science & Business Media, 2012
332012
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
282008
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
272002
Modelling and Pricing of Variance Swaps for Multi-Factors Stochastic Volatilities with De-lay
A Swishchuk
262006
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
S Anatoliy
World Scientific, 2013
232013
Evolution of biological systems in random media: limit theorems and stability
A Swishchuk, J Wu
Springer Science & Business Media, 2003
212003
Change of time method in mathematical finance
A Swishchuk
Canad. Appl. Math. Quart 15 (3), 299-336, 2007
172007
Random dynamical systems in finance
A Swishchuk, S Islam
CRC Press, 2013
162013
Pricing currency derivatives with Markov-modulated Lévy dynamics
A Swishchuk, M Tertychnyi, R Elliott
Insurance: Mathematics and Economics 57, 67-76, 2014
152014
Pricing variance swaps for stochastic volatilities with delay and jumps
A Swishchuk, L Xu
International Journal of Stochastic Analysis 2011, 2011
152011
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