Темнов Г. А. (Charles University). Публикации
| № | Библиографическая ссылка | Год | |||
|---|---|---|---|---|---|
Статьи в журналах/сборниках из перечня Web of Science/Scopus | |||||
| 1 | Иванов Р.В., Темнов Г.А. Truncated moment-generating functions of the NIG process and their applications // Stochastics and Dynamics. 2017. Т. 17, № 5. С. 1-12. | 2017 | |||
| 2 | Иванов Р.В., Темнов Г.А. On the conditional moment-generating function of a three-factor variance gamma based process and its application to forward and futures pricing // Markov Processes and Related Fields. 2016. Т. 22, № 4. С. 737-758. | 2016 | |||