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ORCIDYuliya Mishura
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2020 – today
- 2024
[j12]Yuliya Mishura
, Kostiantyn Ralchenko, Hanna Zhelezniak:
Numerical approach to the drift parameter estimation in the model with two fractional Brownian motions. Commun. Stat. Simul. Comput. 53(7): 3206-3220 (2024)- [j11]Vitaliy Golomoziy, Yuliya Mishura, Kamil Kladívko:
A discrete-time model that weakly converges to a continuous-time geometric Brownian motion with Markov switching drift rate. Frontiers Appl. Math. Stat. 10 (2024) - [j10]Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko:
Option Pricing in Sandwiched Volterra Volatility Model. SIAM J. Financial Math. 15(3): 824-882 (2024) - [j9]Yuliya Mishura, Stefania Ottaviano, Tiziano Vargiolu:
Gaussian Volterra Processes as Models of Electricity Markets. SIAM J. Financial Math. 15(4): 989-1019 (2024) - [i3]Volodymyr Braiman, Anatoliy Malyarenko, Yuliya Mishura, Yevheniia Anastasiia Rudyk:
Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter. CoRR abs/2403.08805 (2024) - 2023
- [j8]Anatoliy Malyarenko, Yuliya Mishura, Kostiantyn Ralchenko, Yevheniia Anastasiia Rudyk:
Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes. Axioms 12(11): 1026 (2023) - [j7]Vitaliy Golomoziy, Yuliya Mishura, Iryna Izarova, Tetiana Ianevych:
Processing Big Data of Court Decisions. Balt. J. Mod. Comput. 11(4) (2023) - [j6]Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko:
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises. Numer. Algorithms 93(2): 459-491 (2023) - 2020
- [j5]Julia Eisenberg, Yuliya Mishura:
Optimising dividends and consumption under an exponential CIR as a discount factor. Math. Methods Oper. Res. 92(2): 285-309 (2020) - [i2]Vitalii Makogin, Yuliya Mishura:
Fractional integrals, derivatives and integral equations with weighted Takagi-Landsberg functions. CoRR abs/2003.13285 (2020) - [i1]Vitalii Makogin, Yuliya Mishura, Hanna Zhelezniak:
Approximate solution of the integral equations involving kernel with additional singularity. CoRR abs/2007.01274 (2020)
2010 – 2019
- 2016
- [j4]Ernesto Mordecki, Yuliya Mishura:
Optimal Stopping for Lévy Processes with One-Sided Solutions. SIAM J. Control. Optim. 54(5): 2553-2567 (2016) - 2015
- [j3]Yuliya Mishura, Taras Shalaiko, Georgiy Shevchenko:
Convergence of solutions of mixed stochastic delay differential equations with applications. Appl. Math. Comput. 257: 487-497 (2015) - 2014
- [j2]Alexander Melnikov, Yuliya Mishura:
On stocks and interest rates modeling in long-range dependent environment. Risk Decis. Anal. 5(4): 177-187 (2014) - 2012
- [j1]Yuliya Mishura, Georgiy Shevchenko:
Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions. Comput. Math. Appl. 64(10): 3217-3227 (2012)
Coauthor Index
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