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1

On causal extrapolation of sequences with applications to forecasting

Dokuchaev, Nikolai

Journal:

Applied Mathematics and Computation

Year:

2018

Language:

english

File:

PDF, 529 KB

english, 2018

2

On recovering parabolic diffusions from their time-averages

Dokuchaev, Nikolai

Journal:

Calculus of Variations and Partial Differential Equations

Year:

2019

Language:

english

File:

PDF, 499 KB

english, 2019

3

A bounded risk strategy for a market with non-observable parameters

Nikolai G. Dokuchaev, Andrey V. Savkin

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 137 KB

english, 2002

4

Optimal investment strategies with bounded risks, general utilities, and goal achieving

Nikolai Dokuchaev, Xun Yu Zhou

Journal:

Journal of Mathematical Economics

Year:

2001

Language:

english

File:

PDF, 170 KB

english, 2001

5

The pricing of options in a financial market model with transaction costs and uncertain volatility

Nikolai G Dokuchaev, Andrey V Savkin

Journal:

Journal of Multinational Financial Management

Year:

1998

Language:

english

File:

PDF, 136 KB

english, 1998

6

Mutual Fund Theorem for continuous time markets with random coefficients

Nikolai Dokuchaev

Journal:

Theory and Decision

Year:

2014

Language:

english

File:

PDF, 253 KB

english, 2014

7

Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage

Dokuchaev, Nikolai

Journal:

Applied Mathematical Finance

Year:

2007

Language:

english

File:

PDF, 524 KB

english, 2007

8

CONTINUOUSLY CONTROLLED OPTIONS: DERIVATIVES WITH ADDED FLEXIBILITY

DOKUCHAEV, NIKOLAI

Journal:

International Journal of Theoretical and Applied Finance

Year:

2013

Language:

english

File:

PDF, 280 KB

english, 2013

9

MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING

DOKUCHAEV, NIKOLAI

Journal:

International Journal of Theoretical and Applied Finance

Year:

2009

Language:

english

File:

PDF, 359 KB

english, 2009

10

OPTION PRICING VIA MAXIMIZATION OVER UNCERTAINTY AND CORRECTION OF VOLATILITY SMILE

DOKUCHAEV, NIKOLAI

Journal:

International Journal of Theoretical and Applied Finance

Year:

2011

Language:

english

File:

PDF, 235 KB

english, 2011

11

Duality and semi-group property for backward parabolic Itô equations

Dokuchaev, Nikolai

Journal:

Random Operators and Stochastic Equations

Year:

2010

Language:

english

File:

PDF, 307 KB

english, 2010

12

A FIRST-ORDER BSPDE FOR SWING OPTION PRICING

Bender, Christian, Dokuchaev, Nikolai

Journal:

Mathematical Finance

Year:

2016

Language:

english

File:

PDF, 390 KB

english, 2016

13

First Order BSPDEs in Higher Dimension for Optimal Control Problems

Dokuchaev, Nikolai

Journal:

SIAM Journal on Control and Optimization

Year:

2017

Language:

english

File:

PDF, 378 KB

english, 2017

14

On the structure of multifactor optimal portfolio strategies

Dokuchaev, Nikolai

Journal:

ESAIM Control Optimisation and Calculus of Variations

Year:

2018

Language:

english

File:

PDF, 422 KB

english, 2018

15

Stochastic Controls with Terminal Contingent Conditions

Nikolai Dokuchaev, Xun Yu Zhou

Journal:

Journal of Mathematical Analysis and Applications

Year:

1999

Language:

english

File:

PDF, 153 KB

english, 1999

16

Discrete time market with serial correlations and optimal myopic strategies

Nikolai Dokuchaev

Journal:

European Journal of Operational Research

Year:

2007

Language:

english

File:

PDF, 266 KB

english, 2007

17

Optimality of myopic strategies for multi-stock discrete time market with management costs

Nikolai Dokuchaev

Journal:

European Journal of Operational Research

Year:

2010

Language:

english

File:

PDF, 224 KB

english, 2010

18

Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies

Nikolai Dokuchaev

Journal:

Signal Processing

Year:

2010

Language:

english

File:

PDF, 161 KB

english, 2010

19

Intraspecific phylogeny and geographical variation of six species of northeastern Asiatic Sorex shrews based on the mitochondrial cytochrome b sequences

Satoshi Ohdachi, Nikolai E. Dokuchaev, Masami Hasegawa, Ryuichi Masuda

Journal:

Molecular Ecology

Year:

2001

Language:

english

File:

PDF, 1.62 MB

english, 2001

20

Biogeographical history of northeastern Asiatic soricine shrews (insectivora, mammalia)

Satoshi Ohdachi, Ryuichi Masuda, Hisashi Abe, Nikolai E. Dokuchaev

Journal:

Population Ecology

Year:

1997

Language:

english

File:

PDF, 536 KB

english, 1997

21

Estimates for distances between first exit times via parabolic equations in unbounded cylinders

Nikolai Dokuchaev

Journal:

Probability Theory and Related Fields

Year:

2004

Language:

english

File:

PDF, 284 KB

english, 2004

22

Holarctic phylogeography of the tundra shrew (Sorex tundrensis) based on mitochondrial genes

ANNA A. BANNIKOVA, NIKOLAI E. DOKUCHAEV, EUGENIA V. YUDINA, ANATOLY V. BOBRETZOV, BORIS I. SHEFTEL, VLADIMIR S. LEBEDEV

Journal:

Biological Journal of the Linnean Society

Year:

2010

Language:

english

File:

PDF, 862 KB

english, 2010

23

A Spatial Aspect on Mitochondrial DNA Genealogy inApodemus peninsulaefrom East Asia

Keiko Serizawa, Hitoshi Suzuki, Masahiro A. Iwasa, Kimiyuki Tsuchiya, Marina V. Pavlenko, Irina V. Kartavtseva, Galina N. Chelomina, Nikolai E. Dokuchaev, Sang-Hoon Han

Journal:

Biochemical Genetics

Year:

2002

Language:

english

File:

PDF, 257 KB

english, 2002

24

Phylogeography of a Holarctic nematode, Soboliphyme baturini, among mustelids: climate change, episodic colonization, and diversification in a complex host–parasite system

ANSON V. A. KOEHLER, ERIC P. HOBERG, NIKOLAI E. DOKUCHAEV, NINA A. TRANBENKOVA, JACKSON S. WHITMAN, DAVID W. NAGORSEN, JOSEPH A. COOK

Journal:

Biological Journal of the Linnean Society

Year:

2009

Language:

english

File:

PDF, 463 KB

english, 2009

25

On sub-ideal causal smoothing filters

Nikolai Dokuchaev

Journal:

Signal Processing

Year:

2012

Language:

english

File:

PDF, 218 KB

english, 2012

26

On predictors for band-limited and high-frequency time series

Nikolai Dokuchaev

Journal:

Signal Processing

Year:

2012

Language:

english

File:

PDF, 161 KB

english, 2012

27

Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter

Dokuchaev, Nikolai

Journal:

SIAM Journal on Control and Optimization

Year:

2005

Language:

english

File:

PDF, 245 KB

english, 2005

28

[Routledge Advanced Texts in Economics and Finance] Mathematical Finance Volume 20070564 (Core Theory, Problems and Statistical Algorithms) ||

Dokuchaev, Nikolai

Year:

2007

Language:

english

File:

PDF, 3.37 MB

english, 2007

29

GEOGRAPHIC AND HOST RANGE OF THE NEMATODE SOBOLIPHYME BATURINI ACROSS BERINGIA

Koehler, Anson V. A., Hoberg, Eric P., Dokuchaev, Nikolai E., Cook, Joseph A.

Journal:

Journal of Parasitology

Year:

2007

Language:

english

File:

PDF, 523 KB

english, 2007

30

Optimal replication of random vectors by ordinary integrals

Dokuchaev, Nikolai

Journal:

Systems & Control Letters

Year:

2013

Language:

english

File:

PDF, 228 KB

english, 2013

31

High-latitude diversification within Eurasian least shrews and Alaska tiny shrews (Soricidae)

Hope, Andrew G., Waltari, Eric, Dokuchaev, Nikolai E., Abramov, Sergey, Dupal, Tamara, Tsvetkova, Albina, Henttonen, Heikki, MacDonald, S. O., Cook, Joseph A.

Journal:

Journal of Mammalogy

Year:

2010

Language:

english

File:

PDF, 739 KB

english, 2010

32

Reexamination of Fossil Shrews ( Sorex spp.) from the Middle Pleistocene of Honshu Island, Japan

Dokuchaev, Nikolai E., Kohno, Naoki, Ohdachi, Satoshi D.

Journal:

Year:

2010

Language:

english

File:

PDF, 463 KB

english, 2010

33

Estimates for first exit times of non-Markovian Itô processes

Dokuchaev, Nikolai

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2008

Language:

english

File:

PDF, 157 KB

english, 2008

34

Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise

Rodkina, Alexandra, Dokuchaev, Nikolai

Journal:

Journal of Difference Equations and Applications

Year:

2014

Language:

english

File:

PDF, 233 KB

english, 2014

35

Optimal gradual liquidation of equity from a risky asset

Dokuchaev, Nikolai

Journal:

Applied Economics Letters

Year:

2010

Language:

english

File:

PDF, 116 KB

english, 2010

36

Phylogeny of Eurasian Soricine Shrews (Insectivora, Mammalia) Inferred from the Mitochondrial Cytochrome b Gene Sequences

Ohdachi, Satoshi, Masuda, Ryuichi, Abe, Hisashi, Adachi, Jun, Dokuchaev, Nikolai E., Haukisalmi, Voitto, Yoshida, Michihiro C.

Journal:

Zoological Science

Year:

1997

File:

PDF, 1.54 MB

1997

37

Intraspecific Phylogeny and Nucleotide Diversity of the Least Shrews, the Sorex minutissimus-S. yukonicus Complex, Based on Nucleotide Sequences of the Mitochondrial Cytochrome b Gene and the Control Region

Ohdachi, Satoshi D., Yoshizawa, Kazunori, Hanski, Ilkka, Kawai, Kuniko, Dokuchaev, Nikolai E., Sheftel, Boris I., Abramov, Alexei V., Moroldoev, Igor, Kawahara, Atsushi

Journal:

Year:

2012

Language:

english

File:

PDF, 861 KB

english, 2012

38

Volatility estimation from short time series of stock prices

Dokuchaev, Nikolai

Journal:

Journal of Nonparametric Statistics

Year:

2014

Language:

english

File:

PDF, 213 KB

english, 2014

39

On Detecting the Dependence of Time Series

Dokuchaev, Nikolai

Journal:

Communication in Statistics- Theory and Methods

Year:

2012

Language:

english

File:

PDF, 376 KB

english, 2012

40

Representation of functionals of Ito processes and their first exit times

Dokuchaev, Nikolai

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2011

Language:

english

File:

PDF, 270 KB

english, 2011

41

On limit periodicity of discrete time stochastic processes

Rodkina, Alexandra, Dokuchaev, Nikolai, Appleby, John

Journal:

Stochastics and Dynamics

Year:

2014

Language:

english

File:

PDF, 135 KB

english, 2014

42

Parabolic Ito equations and second fundamental inequality

Dokuchaev, Nikolai

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2005

Language:

english

File:

PDF, 289 KB

english, 2005

43

Degenerate backward SPDEs in bounded domains and applications to barrier options

Dokuchaev, Nikolai

Journal:

Discrete and Continuous Dynamical Systems

Year:

2015

Language:

english

File:

PDF, 443 KB

english, 2015

44

On forward and backward SPDEs with non-local boundary conditions

Dokuchaev, Nikolai

Journal:

Discrete and Continuous Dynamical Systems

Year:

2015

Language:

english

File:

PDF, 428 KB

english, 2015

45

Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations

Dokuchaev, Nikolai

Journal:

ESAIM Control Optimisation and Calculus of Variations

Year:

2010

Language:

english

File:

PDF, 226 KB

english, 2010

46

Backward parabolic Ito equations and the second fundamental inequality

Dokuchaev, Nikolai

Journal:

Random Operators and Stochastic Equations

Year:

2012

Language:

english

File:

PDF, 352 KB

english, 2012

47

Parabolic Ito Equations with Mixed in Time Conditions

Dokuchaev, Nikolai

Journal:

Stochastic Analysis and Applications

Year:

2008

Language:

english

File:

PDF, 117 KB

english, 2008

48

Beringia: Intercontinental exchange and diversification of high latitude mammals and their parasites during the Pliocene and Quaternary

Cook, Joseph A., Hoberg, Eric P., Koehler, Anson, Henttonen, Heikki, Wickström, Lotta, Haukisalmi, Voitto, Galbreath, Kurt, Chernyavski, Felix, Dokuchaev, Nikolai, Lahzuhtkin, Anatoli, MacDonald, Step

Journal:

Year:

2005

Language:

english

File:

PDF, 321 KB

english, 2005

49

Regularity for some backward heat equations

Dokuchaev, Nikolai

Journal:

Journal of Physics A Mathematical and Theoretical

Year:

2010

Language:

english

File:

PDF, 142 KB

english, 2010

50

CONSTRUCTION OF MODELS FOR BOUNDED PRICE PROCESSES: THE CASE OF THE HKD EXCHANGE RATE

BEN, YEE HONG, DOKUCHAEV, NIKOLAI

Journal:

Annals of Financial Economics

Year:

2015

Language:

english

File:

PDF, 2.95 MB

english, 2015

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