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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 Driven by Brownian motion Cox–Ingersoll–Ross and squared Bessel processes: Interaction and phase transition Mishura, Yuliya; Ralchenko, Kostiantyn; Kushnirenko, Svitlana
2025 Asymptotic Properties of Parameter Estimators in Vasicek Model Driven by Tempered Fractional Brownian Motion Mishura, Yuliya; Ralchenko, Kostiantyn; Dehtiar, Olena
2024 Properties of the entropic risk measure EVaR in relation to selected distributions Mishura, Yuliya; Ralchenko, Kostiantyn; Zelenko, Petro; Zubchenko, Volodymyr