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Publications in Math-Net.Ru |
Citations |
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2025 |
| 1. |
N. V. Danilova, E. A. Kolesnikova, “Calculation of option prices in models with uncertain volatility using Bellman formulas”, Izvestiya Vuzov. Severo-Kavkazskii Region. Natural Science, 2025, no. 3, 25–33 |
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2024 |
| 2. |
O. E. Kudryavtsev, N. V. Danilova, “Pricing options in the Heston model using artificial neural networks”, Izvestiya Vuzov. Severo-Kavkazskii Region. Natural Science, 2024, no. 41, 31–37 |
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2023 |
| 3. |
G. I. Beliavsky, N. V. Danilova, “Models with uncertain volatility”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 16:3 (2023), 5–19 |
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2022 |
| 4. |
G. I. Beliavsky, N. V. Danilova, G. A. Ougolnitsky, “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 |
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| 5. |
G. I. Beliavsky, N. V. Danilova, “Control in binary models with disorder”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 15:3 (2022), 67–82 |
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2019 |
| 6. |
G. I. Belyavskii, N. V. Danilova, I. A. Zemlyakova, “Optimal control problems with disorder”, Avtomat. i Telemekh., 2019, no. 8, 64–75 ; Autom. Remote Control, 80:8 (2019), 1419–1427 |
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| 7. |
Grigory I. Belyavsky, Natalya V. Danilova, “Random search methods for the solution of a Stackelberg game of resource allocation”, Contributions to Game Theory and Management, 12 (2019), 37–48 |
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2018 |
| 8. |
Grigory I. Beliavsky, Natalia V. Danilova, Gennady A. Ougolnitsky, “Evolutionary methods for solving dynamic resourse allocation problems”, Mat. Teor. Igr Pril., 10:1 (2018), 5–22 |
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2016 |
| 9. |
Grigory I. Belyavsky, Natalia V. Danilova, Gennadii A. Ougolnitsky, “The evolution modeling in the problems of control of stable development of active systems”, Mat. Teor. Igr Pril., 8:4 (2016), 14–29 |
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2014 |
| 10. |
G. I. Beliavsky, N. V. Danilova, “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 |
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2013 |
| 11. |
G. I. Belyavskii, N. V. Danilova, N. D. Nikonenko, “Random walks with missing summands”, Sib. Zh. Ind. Mat., 16:4 (2013), 21–28 |
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