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Steblovskaya, Victoria R.

Author ID: steblovskaya.victoria-r Recent zbMATH articles by "Steblovskaya, Victoria R."
Published as: Steblovskaya, Victoria; Steblovskaya, V. R.; Steblovskaya, V.; Steblovskaya, Victoria R.
Documents Indexed: 30 Publications since 1989, including 1 Additional arXiv Preprint
Co-Authors: 14 Co-Authors with 26 Joint Publications
578 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

17 Publications have been cited 59 times in 34 Documents Cited by Year
Asymptotic expansions for Ornstein-Uhlenbeck semigroups perturbed by potentials over Banach spaces. Zbl 0973.60064
Albeverio, Sergio; Röckle, Haio; Steblovskaya, Victoria
14
2000
A time-series approach to non-self-financing hedging in a discrete-time incomplete market. Zbl 1152.91730
Josephy, N.; Kimball, L.; Steblovskaya, V.
7
2008
Asymptotics of infinite-dimensional integrals with respect to smooth measures. I. Zbl 1043.46507
Albeverio, S.; Steblovskaya, V.
7
1999
A model of financial market with several interacting assets. Complete market case. Zbl 1025.91007
Albeverio, Sergio; Steblovskaya, Victoria
5
2002
An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market. Zbl 1282.91111
Josephy, N.; Kimball, L.; Steblovskaya, V.; Nagaev, A.; Pasniewski, M.
4
2007
A model with interacting assets driven by Poisson processes. Zbl 1138.91416
Albeverio, S.; Schmitz, M.; Steblovskaya, V.; Wallbaum, K.
4
2006
Asymptotics of oscillatory integrals with quadratic phase function on Wiener space. Zbl 0931.60042
Nualart, D.; Steblovskaya, V.
3
1999
A numerical analysis of the extended Black-Scholes model. Zbl 1131.91025
Albeverio, Sergio; Popovici, Alex; Steblovskaya, Victoria
3
2006
Optimal hedging of path-dependent options in dicalete time incomplete market. Zbl 1331.91176
Josephy, Norman; Kimball, Lucy; Steblovskaya, Victoria
2
2008
Valuation of equity-linked life insurance contracts using a model with interacting assets. Zbl 1183.62181
Albeverio, S.; Steblovskaya, V.; Wallbaum, K.
2
2009
Asymptotics of Gaussian integrals in infinite dimensions. Zbl 1488.60169
Albeverio, Sergio; Steblovskaya, Victoria
2
2019
Financial market with interacting assets. Pricing barrier options. Zbl 1113.91316
Albeverio, S.; Steblovskaya, V.
1
2002
Smooth measures: Absolute continuity, stochastic integrals, variational problems. Zbl 0817.60002
Dalecky, Yu. L.; Steblovskaya, V. R.
1
1992
The volatility target effect in structured investment products with capital protection. Zbl 1417.91546
Albeverio, Sergio; Steblovskaya, Victoria; Wallbaum, Kai
1
2018
Smoothness of finite-dimensional images of measures. Zbl 0688.46024
Steblovskaya, V. R.
1
1989
Optimal hedging in an extended binomial market under transaction costs. Zbl 1468.91169
Josephy, Norman; Kimball, Lucia; Steblovskaya, Victoria
1
2016
Multiplier optimization for constant proportion portfolio insurance (CPPI) strategy. Zbl 1444.91195
Biedova, Olga; Steblovskaya, Victoria
1
2020
Multiplier optimization for constant proportion portfolio insurance (CPPI) strategy. Zbl 1444.91195
Biedova, Olga; Steblovskaya, Victoria
1
2020
Asymptotics of Gaussian integrals in infinite dimensions. Zbl 1488.60169
Albeverio, Sergio; Steblovskaya, Victoria
2
2019
The volatility target effect in structured investment products with capital protection. Zbl 1417.91546
Albeverio, Sergio; Steblovskaya, Victoria; Wallbaum, Kai
1
2018
Optimal hedging in an extended binomial market under transaction costs. Zbl 1468.91169
Josephy, Norman; Kimball, Lucia; Steblovskaya, Victoria
1
2016
Valuation of equity-linked life insurance contracts using a model with interacting assets. Zbl 1183.62181
Albeverio, S.; Steblovskaya, V.; Wallbaum, K.
2
2009
A time-series approach to non-self-financing hedging in a discrete-time incomplete market. Zbl 1152.91730
Josephy, N.; Kimball, L.; Steblovskaya, V.
7
2008
Optimal hedging of path-dependent options in dicalete time incomplete market. Zbl 1331.91176
Josephy, Norman; Kimball, Lucy; Steblovskaya, Victoria
2
2008
An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market. Zbl 1282.91111
Josephy, N.; Kimball, L.; Steblovskaya, V.; Nagaev, A.; Pasniewski, M.
4
2007
A model with interacting assets driven by Poisson processes. Zbl 1138.91416
Albeverio, S.; Schmitz, M.; Steblovskaya, V.; Wallbaum, K.
4
2006
A numerical analysis of the extended Black-Scholes model. Zbl 1131.91025
Albeverio, Sergio; Popovici, Alex; Steblovskaya, Victoria
3
2006
A model of financial market with several interacting assets. Complete market case. Zbl 1025.91007
Albeverio, Sergio; Steblovskaya, Victoria
5
2002
Financial market with interacting assets. Pricing barrier options. Zbl 1113.91316
Albeverio, S.; Steblovskaya, V.
1
2002
Asymptotic expansions for Ornstein-Uhlenbeck semigroups perturbed by potentials over Banach spaces. Zbl 0973.60064
Albeverio, Sergio; Röckle, Haio; Steblovskaya, Victoria
14
2000
Asymptotics of infinite-dimensional integrals with respect to smooth measures. I. Zbl 1043.46507
Albeverio, S.; Steblovskaya, V.
7
1999
Asymptotics of oscillatory integrals with quadratic phase function on Wiener space. Zbl 0931.60042
Nualart, D.; Steblovskaya, V.
3
1999
Smooth measures: Absolute continuity, stochastic integrals, variational problems. Zbl 0817.60002
Dalecky, Yu. L.; Steblovskaya, V. R.
1
1992
Smoothness of finite-dimensional images of measures. Zbl 0688.46024
Steblovskaya, V. R.
1
1989

Citations by Year