Danilova Natalya Viktorovna

Publications in Math-Net.Ru

1. Dynamic neural network implementation of the Heston model
   
   Artificial Intelligence and Decision Making, 2025, no. 4,  93–104
2. Calculation of option prices in models with uncertain volatility using Bellman formulas
   
   Izvestiya Vuzov. Severo-Kavkazskii Region. Natural Science, 2025, no. 3,  25–33
3. Pricing options in the Heston model using artificial neural networks
   
   Izvestiya Vuzov. Severo-Kavkazskii Region. Natural Science, 2024, no. 41,  31–37
4. Models with uncertain volatility
   
   Vestnik YuUrGU. Ser. Mat. Model. Progr., 16:3 (2023),  5–19
5. Approximation of supremum and infimum processes as a stochastic approach to the providing of homeostasis
   
   Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 18:1 (2022),  5–17
6. Control in binary models with disorder
   
   Vestnik YuUrGU. Ser. Mat. Model. Progr., 15:3 (2022),  67–82
7. Optimal control problems with disorder
   
   Avtomat. i Telemekh., 2019, no. 8,  64–75
8. Random search methods for the solution of a Stackelberg game of resource allocation
   
   Contributions to Game Theory and Management, 12 (2019),  37–48
9. Evolutionary methods for solving dynamic resourse allocation problems
   
   Mat. Teor. Igr Pril., 10:1 (2018),  5–22
10. The evolution modeling in the problems of control of stable development of active systems
    
    Mat. Teor. Igr Pril., 8:4 (2016),  14–29
11. The combined Monte-Carlo method to calculate the capital of the optimal portfolio in nonlinear models of financial indexes
    
    Sib. Èlektron. Mat. Izv., 11 (2014),  1021–1034
12. Random walks with missing summands
    
    Sib. Zh. Ind. Mat., 16:4 (2013),  21–28