Yakunin Mikhail Aleksandrovich

Publications in Math-Net.Ru

1. Parametric analysis of stochastic oscillators by the statistical modeling method
   
   Sib. Zh. Vychisl. Mat., 23:3 (2020),  339–350
2. Parametric analysis of the oscillatory solutions to SDEs with Wiener and Poisson components by a Monte Carlo method
   
   Sib. Zh. Ind. Mat., 20:2 (2017),  3–14
3. Analysis of the accuracy of estimates of the first moments of solving SDE with Wiener and Poisson components by Monte Carlo method
   
   Sib. Zh. Vychisl. Mat., 19:1 (2016),  33–45
4. Numerical solution to stochastic differential equations with a random structure on supercomputers
   
   Sib. Zh. Vychisl. Mat., 16:4 (2013),  303–311
5. A credit risk estimate for long-term financial flows basing on statistical modeling
   
   Sib. Zh. Ind. Mat., 14:2 (2011),  45–54
6. Parameters estimates of a price series model as solution to linear SDE with a Poisson component
   
   Sib. Zh. Vychisl. Mat., 12:2 (2009),  121–129
7. Analysis of asymptotic distributions of some profitability characteristics of the trade algorithms
   
   Sib. Zh. Vychisl. Mat., 11:2 (2008),  115–125
8. Analysis of the number of sale/purchase signals for trade algorithms
   
   Sib. Zh. Vychisl. Mat., 9:4 (2006),  325–334
9. Investigation of probability characteristics for a particular trade algorithm
   
   Sib. Zh. Vychisl. Mat., 8:2 (2005),  101–108
10. Stochastic wave models of prices of various financial instruments
    
    Sib. Zh. Vychisl. Mat., 5:2 (2002),  93–100
11. Multidimensional model of the dynamics of stock prices and the problem of constructing the investment portfolio
    
    Sib. Zh. Vychisl. Mat., 4:1 (2001),  13–20
12. Estimates of the parameters in system of stochastic differential equations with linear inclusion of parameters
    
    Sib. Zh. Vychisl. Mat., 2:1 (1999),  1–11
13. Estimation of parameters in a system of stochastic differential equations from discrete observations
    
    Sibirsk. Mat. Zh., 40:5 (1999),  987–993