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GND: 1027599664


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approximation portfolioportfolio optimizationshot noiseportfolio managementportfolio selectionstochastischer prozessstochastic processnoise tradingoptimization financialfinancial marketmarket shotnoise jumpsjumps filteringfiltering approximationoptimization shotnoise modelsmodels hestonheston modelmodelutility maximizationhjb equationcompound poisson processgaussian approximationmerton problemoption pricing theorycapital market returnsstate space model
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Years of publications: 2012 - 2018

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Oleksandra Putyatina


Dr. rer. nat.

Profession

  • Mathematikerin
  • Affiliations

  • Charkivsʹkyj Nacionalʹnyj Universytet Radioelektroniky
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Open Researcher and Contributor ID (ORCID)
  • Deutsche Digitale Bibliothek
  • Virtual International Authority File (VIAF)
  • Wikidata
  • International Standard Name Identifier (ISNI)


  • Publishing years

    1
      2018
    1
      2012

    Series