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pro vyhledávání: '"Yevheniia Munchak"'
Autor:
Yuliia Mishura, Yevheniia Munchak
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 3, Iss 1, Pp 1-17 (2016)
In this paper, we consider the Cox–Ingersoll–Ross (CIR) process in the regime where the process does not hit zero. We construct additive and multiplicative discrete approximation schemes for the price of asset that is modeled by the CIR process a
Externí odkaz:
https://doaj.org/article/b16aa59e182c450fa45f5f5ba440eab0
Autor:
Dmytro Marushkevych, Yevheniia Munchak
Publikováno v:
Lithuanian Journal of Statistics, Vol 55, Iss 1 (2016)
We construct models of asset prices on the Ukrainian stock market and analyse their applicability by checkingappropriate statistical hypotheses using actual observed data. We also analyse the presence of jumps in the dynamics ofdifferent assets and e
Externí odkaz:
https://doaj.org/article/a4a048867ef84caca9b0eff97cd506ee
Autor:
Yevheniia Munchak, Dmytro Marushkevych
Publikováno v:
Lietuvos statistikos darbai. 55:91-101
We construct models of asset prices on the Ukrainian stock market and analyse their applicability by checkingappropriate statistical hypotheses using actual observed data. We also analyse the presence of jumps in the dynamics ofdifferent assets and e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bf6e5efcf87d6b7809cd4fe39f91a02b
https://doi.org/10.15388/ljs.2016.13871
https://doi.org/10.15388/ljs.2016.13871