Table of contents
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| PREFACE
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Full version
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| MARYNA ANDROSHCHUK, YULIYA MISHURA
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ANOTHER APPROACH TO THE PROBLEM OF THE RUIN PROBABILITY ESTIMATE FOR RISK PROCESS WITH INVESTMENTS
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| Abstract |
Full version
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| OLEKSANDR D. BORYSENKO AND OLGA V. BORYSENKO
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LIMIT BEHAVIOR OF AUTONOMOUS RANDOM OSCILLATING SYSTEM OF THIRD ORDER
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| Abstract |
Full version
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| MYROSLAV DROZDENKO
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WEAK CONVERGENCE OF FIRST-RARE-EVENT TIMES FOR SEMI-MARKOV PROCESSES
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| Abstract |
Full version
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| OLEXANDRA KAMENSCHYKOVA
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| APPROXIMATION OF RANDOM PROCESSES IN THE SPACE L2([0, T])
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| Abstract |
Full version
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| ALEXANDER KUKUSH, ANDRII MALENKO, AND HANS SCHNEEWEISS
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COMPARING THE EFFICIENCY OF ESTIMATES IN CONCRETE ERRORS-IN-VARIABLES MODELS UNDER UNKNOWN NUISANCE PARAMETERS
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| Abstract |
Full version
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| ALEXANDER KUKUSH AND MYKHAILO PUPASHENKO
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BOUNDS FOR A SUM OF RANDOM VARIABLES UNDER A MIXTURE OF NORMALS
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| Abstract |
Full version
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| ROBIN LUNDGREN
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STRUCTURE OF OPTIMAL STOPPING DOMAINS FOR AMERICAN OPTIONS WITH KNOCK OUT DOMAINS
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| Abstract |
Full version
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| KATERYNA MISHCHENKO, VOLODYMYR MISHCHENKO AND ANATOLIY MALYARENKO
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ADAPTED DOWNHILL SIMPLEX METHOD FOR PRICING CONVERTIBLE BONDS
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| Abstract |
Full version
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| MIKHAIL MOKLYACHUK
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PREDICTION PROBLEM FOR RANDOM FIELDS ON GROUPS
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| Abstract |
Full version
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| OLEKSANDR MOKLYACHUK
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SIMULATION OF RANDOM PROCESSES WITH KNOWN CORRELATION FUNCTION WITH THE HELP OF KARHUNEN-LOEVE DECOMPOSITION
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| Abstract |
Full version
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| MIKHAIL MOKLYACHUK, ROSTYSLAV YAMNENKO AND OLEKSANDR BORYSENKO
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SYSTEMS OF FINANCIAL ANALYSTS TRAINING
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| Abstract |
Full version
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| OLEKSANDER PONOMARENKO AND YURIY PERUN
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SPECTRAL ANALYSIS OF MULTIVARIATE STATIONARY RANDOM FUNCTIONS ON SOME MASSIVE GROUPS
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| Abstract |
Full version
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| DMITRII S. SILVESTROV
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ASYMPTOTIC EXPANSIONS FOR DISTRIBUTIONS OF THE SURPLUS PRIOR AND AT THE TIME OF RUIN
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| Abstract |
Full version
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| D. SILVESTROV, H. JÖNSSON, AND F. STENBERG
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CONVERGENCE OF OPTION REWARDS FOR MARKOV TYPE PRICE PROCESSES
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| Abstract |
Full version
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| DMITRII SILVESTROV AND ANATOLIY MALYARENKO
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THE ANALYTICAL FINANCE PACKAGE
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| Abstract |
Full version
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| TETYANA YAKOVENKO
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| STATIONARY PROCESSES IN FUNCTIONAL SPACES Lq( R )
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| Abstract |
Full version
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| ROSTYSLAV YAMNENKO AND OLGA VASYLYK
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RANDOM PROCESS FROM THE CLASS V<φ,ψ>: EXCEEDING A CURVE
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| Abstract |
Full version
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| NADIIA ZINCHENKO
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STRONG INVARIANCE PRINCIPLE FOR RENEWAL AND RANDOMLY STOPPED PROCESSES
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| Abstract |
Full version
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| VLADIMIR ZUBCHENKO
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LONG-TERM RETURNS IN STOCHASTIC INTEREST RATE MODELS
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| Abstract |
Full version
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