Ano K. n. (Shibaura Institute of Technology). Публикации

№Библиографическая ссылкаГод

Статьи в журналах/сборниках из перечня Web of Science/Scopus
1Иванов Р.В., Ano K.n. Option pricing in time-changed Lévy models with compound Poisson jumps // Modern Stochastics: Theory and Applications. 2019. Т. 6, № 1. С. 81-107.2019
2Иванов Р.В., Ano K.n. Explicit representations for the expectations of exponential functionals of the multi-factor variance gamma process and their applications // Stochastics An International Journal of Probability and Stochastic Processes. 2016. Т. 88, № 1. С. 57-72.2016
3Иванов Р.В., Ano K.n. On exact pricing of FX options in multivariate time-changed Levy models // Review of Derivatives Research. 2016. Т. 19, № 3. С. 201-216.2016
4Иванов Р.В., Ano K.n. On predicting the ultimate maximum for exponential Levy processes // Electronic Communications in Probability. 2012. Т. 17. С. 745-753 http://ecp.ejpecp.org/issue/view/37 #46.2012