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Details about Vyacheslav Abramov

Homepage:http://www.cmss.monash.edu.au/Members/Slava.php
Phone:+61-3-99054474
Postal address:School of Mathematical Sciences, Monash University, Clayton Campus, Wllington road, Clayton, Vic-3800, Australia
Workplace:Vyacheslav
Monash University, School of Mathematical Sciences

Access statistics for papers by Vyacheslav Abramov.

Last updated 2013-03-30. Update your information in the RePEc Author Service.

Short-id: pab79


Jump to Journal Articles

Working Papers

2010

  1. The Euler-Maruyama approximations for the CEV model
    Papers, arXiv.org Downloads

2006

  1. Forecasting and testing a non-constant volatility
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2007

  1. Estimation and Prediction of a Non-Constant Volatility
    Asia-Pacific Financial Markets, 2007, 14, (1), 1-23 Downloads
 
Page updated 2017-09-30