Kostiantyn Ralchenko

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

Contact

kostiantyn.ralchenko [at] uwasa.fi
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
2024 Properties of the entropic risk measure EVaR in relation to selected distributions Mishura, Yuliya; Ralchenko, Kostiantyn; Zelenko, Petro; Zubchenko, Volodymyr