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Publications in Math-Net.Ru |
Citations |
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2020 |
| 1. |
A. R. Danilishin, D. Yu. Golembiovsky, “Estimating the fair value of options based on ARIMA–GARCH models with errors distributed according to the Johnson's $S_U$ law”, Inform. Primen., 14:4 (2020), 83–90  |
| 2. |
A. R. Danilishin, D. Yu. Golembiovsky, “Risk-neutral dynamics for the ARIMA-GARCH random process with errors distributed according to the Johnson's $S_U$ law”, Inform. Primen., 14:1 (2020), 48–55 |
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