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Kostiantyn Ralchenko

Guest
University of Vaasa / School of Technology and Innovations / Mathematics

Contact

kostiantyn.ralchenko [at] uwasa.fi

Yliopistonranta 10
65200 Vaasa
Finland

Fabriikki F483

Publications

Publication year Publication Authors
2025 Gatheral double stochastic volatility model with Skorokhod reflection Mishura, Yuliya; Pilipenko, Andrey; Ralchenko, Kostiantyn
2025 Fractional Gaussian Noise: Projections, Prediction, Norms Bodnarchuk, Iryna; Mishura, Yuliya; Ralchenko, Kostiantyn
2025 Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands Ralchenko, Kostiantyn; Shokrollahi, Foad; Sottinen, Tommi
2025 Entropies of the Poisson Distribution as Functions of Intensity: “Normal” and “Anomalous” Behavior Finkelshtein, Dmitri; Malyarenko, Anatoliy; Mishura, Yuliya; Ralchenko, Kostiantyn
2025 Discretization and Asymptotic Normality of Drift Parameters Estimator in the Cox-Ingersoll-Ross Model Prykhodko, Olha; Ralchenko, Kostiantyn