Edit Profile (opens in new tab) Steblovskaya, Victoria R. Co-Author Distance Author ID: steblovskaya.victoria-r Published as: Steblovskaya, Victoria; Steblovskaya, V. R.; Steblovskaya, V.; Steblovskaya, Victoria R. more...less Documents Indexed: 30 Publications since 1989, including 1 Additional arXiv Preprint Co-Authors: 14 Co-Authors with 26 Joint Publications 578 Co-Co-Authors all top 5 Co-Authors 4 single-authored 9 Albeverio, Sergio A. 7 Dalets’kyĭ, Yuriĭ L’vovych 6 Josephy, Norman H. 3 Kimball, Lucia 3 Wallbaum, Kai 2 Nagaev, Aleksandr Viktorovich 1 Biedova, Olga 1 Kȩdra, Jarek 1 Kimball, Lucy 1 Libman, Assaf 1 Nualart, David 1 Pasniewski, M. 1 Popovici, Alex Stefan 1 Röckle, Haio all top 5 Serials 4 Stochastic Analysis and Applications 3 International Journal of Theoretical and Applied Finance 2 Discrete Mathematics and Applications 2 Stochastics and Stochastics Reports 2 Methods of Functional Analysis and Topology 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Ukrainian Mathematical Journal 1 Journal of Applied Mathematics and Stochastic Analysis 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Finance and Stochastics 1 Quantitative Finance 1 Review of Derivatives Research 1 Communications on Stochastic Analysis 1 Journal of Probability and Statistics all top 5 Fields 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Probability theory and stochastic processes (60-XX) 7 Measure and integration (28-XX) 5 Functional analysis (46-XX) 3 Approximations and expansions (41-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 2 Systems theory; control (93-XX) 1 Partial differential equations (35-XX) Publications by Year all cited Publications top 5 cited Publications 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 all cited Publications top 5 cited Publications all top 5 Cited by 36 Authors 17 Albeverio, Sergio A. 11 Steblovskaya, Victoria R. 4 Di Persio, Luca 4 Josephy, Norman H. 3 Kimball, Lucia 3 Mastrogiacomo, Elisa 3 Mazzucchi, Sonia 3 Smii, Boubaker 3 Wallbaum, Kai 2 Bogachev, Vladimir Igorevich 2 Cordoni, Francesco Giuseppe 2 Inahama, Yuzuru 2 Jørgensen, Palle E. T. 2 Kawabi, Hiroshi 1 Alpay, Daniel Aron 1 Audeguil, Emilien 1 Dalets’kyĭ, Yuriĭ L’vovych 1 Dombrovskij, V. V. 1 Dombrovsky, D. V. 1 Franchi, Jacques 1 Liang, Song 1 Lyashenko, E. A. 1 Mantilla-García, Daniel 1 Molina, German 1 Moriggia, Vittorio 1 Nielsen, Jørgen Aase 1 Pellegrini, Gregorio 1 Popovici, Alex Stefan 1 Porat, Motke 1 Röckner, Michael 1 Rüdiger, Barbara 1 Sandmann, Klaus 1 Schlögl, Erik 1 Song, Myung-Sin 1 ter Horst, Enrique Alejandro 1 Vitali, Sebastiano all top 5 Cited in 23 Serials 4 Journal of Functional Analysis 3 Stochastic Analysis and Applications 3 International Journal of Theoretical and Applied Finance 2 The Annals of Probability 2 Stochastic Processes and their Applications 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Journal of Mathematical Physics 1 Russian Mathematical Surveys 1 Reviews in Mathematical Physics 1 Tôhoku Mathematical Journal. Second Series 1 Insurance Mathematics & Economics 1 Acta Applicandae Mathematicae 1 Journal of Applied Mathematics and Stochastic Analysis 1 Annals of Operations Research 1 Automation and Remote Control 1 Potential Analysis 1 Journal of Mathematical Sciences (New York) 1 Bulletin des Sciences Mathématiques 1 Quantitative Finance 1 Decisions in Economics and Finance 1 Review of Derivatives Research 1 Stochastics 1 Journal of Probability and Statistics all top 5 Cited in 19 Fields 16 Probability theory and stochastic processes (60-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Measure and integration (28-XX) 6 Partial differential equations (35-XX) 6 Functional analysis (46-XX) 4 Quantum theory (81-XX) 3 Operator theory (47-XX) 3 Statistics (62-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Numerical analysis (65-XX) 2 Biology and other natural sciences (92-XX) 2 Systems theory; control (93-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year