Anatoliy Swishchuk: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

Risk Model Based on Compound Hawkes Process

Swishchuk, Anatoliy

Journal:

Year:

2018

Language:

english

File:

PDF, 13.09 MB

english, 2018

2

Multivariate General Compound Hawkes Processes and their Applications in Limit Order Books

Guo, Qi, Swishchuk, Anatoliy

Journal:

Year:

2020

File:

PDF, 804 KB

2020

3

Smiling for the Delayed Volatility Swaps

Swishchuk, Anatoliy, Vadori, Nelson

Journal:

Year:

2014

Language:

english

File:

PDF, 3.31 MB

english, 2014

4

Modeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineering

Swishchuk, Anatoliy, Manca, Raimondo

Journal:

Mathematical Problems in Engineering

Year:

2010

Language:

english

File:

PDF, 301 KB

english, 2010

5

Modelling of Limit Order Books by General Compound Hawkes Processes with Implementations

Swishchuk, Anatoliy

Journal:

Methodology and Computing in Applied Probability

Year:

2020

File:

PDF, 1.26 MB

2020

6

Volatility and Variance Swaps for the COGARCH(1,1) Model

Anatoliy Swishchuk, Matthew Couch

Journal:

Wilmott Journal

Year:

2010

Language:

english

File:

PDF, 330 KB

english, 2010

7

[SpringerBriefs in Mathematics] Change of Time Methods in Quantitative Finance ||

Swishchuk, Anatoliy

Year:

2016

Language:

english

File:

PDF, 1.93 MB

english, 2016

8

Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities || Modeling and Pricing of Variance Swaps for Stochastic Volatilities with Delay

Swishchuk, Anatoliy

Year:

2013

Language:

english

File:

PDF, 607 KB

english, 2013

9

Modeling Brand Resonance Score (BRS) –An Application in Financial Services

Raja Ambedkar, Ande, Murugesan, Punniyamoorthy, Thamaraiselvan, N., Huang, Zhimin, Swishchuk, Anatoliy

Journal:

Journal of Modelling in Management

Year:

2017

Language:

english

File:

PDF, 586 KB

english, 2017

10

A Level-1 Limit Order Book with Time Dependent Arrival Rates

Chávez-Casillas, Jonathan A., Elliott, Robert J., Rémillard, Bruno, Swishchuk, Anatoliy V.

Journal:

Methodology and Computing in Applied Probability

Year:

2019

Language:

english

File:

PDF, 17.71 MB

english, 2019

11

Filtering hidden semi-Markov chains

Elliott, Robert, Limnios, Nikolaos, Swishchuk, Anatoliy

Journal:

Statistics & Probability Letters

Year:

2013

Language:

english

File:

PDF, 372 KB

english, 2013

12

COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES

SALVI, GIOVANNI, SWISHCHUK, ANATOLIY V.

Journal:

International Journal of Theoretical and Applied Finance

Year:

2014

Language:

english

File:

PDF, 539 KB

english, 2014

13

[SpringerBriefs in Mathematics] Change of Time Methods in Quantitative Finance || CTM and the Delayed Heston Model: Pricing and Hedging of Variance and Volatility Swaps

Swishchuk, Anatoliy

Year:

2016

Language:

english

File:

PDF, 391 KB

english, 2016

14

GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS

SWISHCHUK, ANATOLIY, HOFMEISTER, TYLER, CERA, KATHARINA, SCHMIDT, JULIA

Journal:

International Journal of Theoretical and Applied Finance

Year:

2017

Language:

english

File:

PDF, 495 KB

english, 2017

15

A Semi-Markovian Modeling of Limit Order Markets

Swishchuk, Anatoliy, Vadori, Nelson

Journal:

SIAM Journal on Financial Mathematics

Year:

2017

Language:

english

File:

PDF, 1.77 MB

english, 2017

16

Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities || Variance and Volatility Swaps for Volatilities Driven by Fractional Brownian Motion

Swishchuk, Anatoliy

Year:

2013

Language:

english

File:

PDF, 486 KB

english, 2013

17

Stochastic Modelling of Big Data in Finance

Swishchuk, Anatoliy

Journal:

Methodology and Computing in Applied Probability

Year:

2020

File:

PDF, 2.52 MB

2020

18

The pricing of options for securities markets with delayed response

Yuriy Kazmerchuk, Anatoliy Swishchuk, Jianhong Wu

Journal:

Mathematics and Computers in Simulation

Year:

2007

Language:

english

File:

PDF, 251 KB

english, 2007

19

Limit theorems for difference equations in random media with applications to biological systems

Swishchuk, Anatoliy, Wu, Jianhong

Journal:

Random Operators and Stochastic Equations

Year:

2003

Language:

english

File:

PDF, 370 KB

english, 2003

20

The Geometric Markov Renewal Processes with Application to Finance

Swishchuk, Anatoliy, Islam, Md Shafiqul

Journal:

Stochastic Analysis and Applications

Year:

2011

Language:

english

File:

PDF, 256 KB

english, 2011

21

Normal Deviation and Poisson Approximation of a Security Market by the Geometric Markov Renewal Processes

Swishchuk, Anatoliy, Islam, Md Shafiqul

Journal:

Communication in Statistics- Theory and Methods

Year:

2013

Language:

english

File:

PDF, 163 KB

english, 2013

22

Limit theorems for difference equations in random media with applications to biological systems

Swishchuk, Anatoliy, Wu, Jianhong

Journal:

Random Operators and Stochastic Equations

Year:

2003

Language:

english

File:

PDF, 511 KB

english, 2003

23

Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps

Swishchuk, Anatoliy, Xu, Li

Journal:

International Journal of Stochastic Analysis

Year:

2011

Language:

english

File:

PDF, 703 KB

english, 2011

24

Discrete-Time Semi-Markov Random Evolutions and their Applications

Limnios, Nikolaos, Swishchuk, Anatoliy

Journal:

Advances in Applied Probability

Year:

2013

Language:

english

File:

PDF, 192 KB

english, 2013

25

[SpringerBriefs in Mathematics] Change of Time Methods in Quantitative Finance || Introduction to the Change of Time Methods: History, Finance and Stochastic Volatility

Swishchuk, Anatoliy

Year:

2016

Language:

english

File:

PDF, 168 KB

english, 2016

26

[SpringerBriefs in Mathematics] Change of Time Methods in Quantitative Finance || CTM and Multifactor Lévy Models for Pricing Financial and Energy Derivatives

Swishchuk, Anatoliy

Year:

2016

Language:

english

File:

PDF, 221 KB

english, 2016

27

The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options

Li, Hua, Ware, Antony, Di, Lan, Yuan, George, Swishchuk, Anatoliy, Yuan, Steven

Journal:

Fuzzy Sets and Systems

Year:

2016

Language:

english

File:

PDF, 1.90 MB

english, 2016

28

Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas

Swishchuk, Anatoliy, Islam, M. Shafiqul

Journal:

International Journal of Stochastic Analysis

Year:

2010

Language:

english

File:

PDF, 1.89 MB

english, 2010

29

An Optimal Investment Strategy for Insurers in Incomplete Markets

Badaoui, Mohamed, Fernández, Begoña, Swishchuk, Anatoliy

Journal:

Year:

2018

Language:

english

File:

PDF, 1008 KB

english, 2018

30

Semi-Markov Model for the Price Dynamics in Limit Order Markets

Swishchuk, Anatoliy V., Vadori, Nelson

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.73 MB

english, 2015

31

Endemic SIR Model in Random Media

Swishchuk, Anatoliy V., Svishchuk, Mariya

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 157 KB

english, 2018

32

Pricing and Hedging of Volatility Swap in the Delayed Heston Model: Part 2

Swishchuk, Anatoliy V., Vadori, Nelson

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 275 KB

english, 2012

33

Discrete-Time Semi-Markov Random Evolutions and their Applications

Limnios, Nikolaos, Swishchuk, Anatoliy

Journal:

Advances in Applied Probability

Year:

2013

Language:

english

File:

PDF, 237 KB

english, 2013

34

Endemic SIR Model in Random Media with Applications

Swishchuk, Anatoliy V., Svishchuk, Mariya

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 170 KB

english, 2018

35

Convergence of Random Bounded Linear Operators in the Skorokhod Space

Vadori, Nelson, Swishchuk, Anatoliy V.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 341 KB

english, 2018

36

Discrete-Time Semi-Markov Random Evolutions in Asymptotic Reduced Random Media with Applications

Limnios, Nikolaos, Swishchuk, Anatoliy

Journal:

Year:

2020

File:

PDF, 287 KB

2020

37

Multivariate General Compound Point Processes in Limit Order Books

Guo, Qi, Remillard, Bruno, Swishchuk, Anatoliy

Journal:

Year:

2020

File:

PDF, 693 KB

2020

38

Quantitative and Comparative Analyses of Limit Order Books with General Compound Hawkes Processes

He, Qiyue, Swishchuk, Anatoliy

Journal:

Year:

2019

File:

PDF, 898 KB

2019

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@z-lib.do

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски