Golembiovskiy Dmitry Jurievich

Publications in Math-Net.Ru

1. Estimating the fair value of options based on ARIMA–GARCH models with errors distributed according to the Johnson's $S_U$ law
   
   Inform. Primen., 14:4 (2020),  83–90
2. Risk-neutral dynamics for the ARIMA-GARCH random process with errors distributed according to the Johnson's $S_U$ law
   
   Inform. Primen., 14:1 (2020),  48–55
3. To the selection of efficiency estimation method for protfolio management
   
   Probl. Upr., 2005, no. 3,  59–65
4. Final probabilities of shift register states in signature analysis of a finite automaton
   
   Avtomat. i Telemekh., 1988, no. 10,  178–183