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
1361995
Modeling of variance and volatility swaps for financial markets with stochastic volatilities
A Swishchuk
WILMOTT magazine 2, 64-72, 2004
1032004
Evolution of systems in random media
VS Korolyuk, AV Swishchuk
CRC press, 1995
841995
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
662007
Theory, stochastic stability and applications of stochastic delay differential equations: a survey of recent results
AF Ivanov, YI Kazmerchuk, AV Swishchuk
Differential Equations and Dynamical Systems 11 (1), 01, 2003
602003
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
482005
Random Evolutions and Their Applications: New Trends
A Swishchuk
Springer Science & Business Media, 2013
472013
Pricing options and variance swaps in Markov-modulated Brownian markets
RJ Elliott, AV Swishchuk
Hidden Markov Models in Finance, 45-68, 2007
392007
Discrete-time semi-Markov random evolutions and their applications
N Limnios, A Swishchuk
Advances in Applied Probability 45 (1), 214-240, 2013
362013
Random Evolutions and their applications
A Swishchuk
Springer Science & Business Media, 2012
352012
Modeling and pricing of variance swaps for stochastic volatilities with delay
A Swishchuk
WILMOTT magazine 19 (September), 63-73, 2005
352005
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
302008
Modelling and Pricing of Variance Swaps for Multi-Factors Stochastic Volatilities with De-lay
A Swishchuk
282006
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
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
A Swishchuk
World Scientific, 2013
242013
Evolution of biological systems in random media: limit theorems and stability
A Swishchuk, J Wu
Springer Science & Business Media, 2003
222003
Random dynamical systems in finance
A Swishchuk, S Islam
CRC Press, 2013
172013
Change of time method in mathematical finance
A Swishchuk
Canad. Appl. Math. Quart 15 (3), 299-336, 2007
172007
Change of time methods in quantitative finance
A Swishchuk
Springer International Publishing, 2016
162016
The geometric Markov renewal processes with application to finance
A Swishchuk, MS Islam
Stochastic analysis and applications 29 (4), 684-705, 2011
162011
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