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Zav'yalova Tat'yana Viktorovna
Publications in Math-Net.Ru
Study of the dynamics of a jump-like change in price in the generalized Black–Scholes model
Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz.
,
190
(2021),
88–92
Stochastic Systems with a Random Jump in Phase Trajectory: Stability of Their Motion
Avtomat. i Telemekh.
, 2002, no. 7,
33–43
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Steklov Math. Inst. of RAS
, 2024