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Danilova, Natalya Viktorovna

Associate professor
Candidate of physico-mathematical sciences
E-mail:

https://www.mathnet.ru/eng/person86033
List of publications on Google Scholar

Publications in Math-Net.Ru Citations
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  mathnet  elib
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  mathnet  elib
2023
3. G. I. Beliavsky, N. V. Danilova, “Models with uncertain volatility”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 16:3 (2023),  5–19  mathnet
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  mathnet 1
5. G. I. Beliavsky, N. V. Danilova, “Control in binary models with disorder”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 15:3 (2022),  67–82  mathnet 1
2019
6. G. I. Belyavskii, N. V. Danilova, I. A. Zemlyakova, “Optimal control problems with disorder”, Avtomat. i Telemekh., 2019, no. 8,  64–75  mathnet  elib; Autom. Remote Control, 80:8 (2019), 1419–1427  isi  scopus 3
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  mathnet
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  mathnet 3
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  mathnet 5
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  mathnet 2
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  mathnet  mathscinet

Presentations in Math-Net.Ru
1. About one piecewise constant semimartingale
G. I. Belyavskiy, N. V. Danilova
9th International Conference on Stochastic Methods
June 3, 2024 16:00   
2. Управление в моделях с разладкой. Бинарная интерпретация
G. I. Belyavskiy, N. V. Danilova
Principle Seminar of the Department of Probability Theory, Moscow State University
November 8, 2023 16:45

Organisations