Details about Vyacheslav Abramov

Access statistics for papers by Vyacheslav Abramov.

Last updated 2025-11-13. Update your information in the RePEc Author Service.

Short-id: pab79

Working Papers

2010

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

2006

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

Journal Articles

2023

1. Crossings States and Sets of States in Random Walks
   Methodology and Computing in Applied Probability, 2023, 25, (1), 1-34

2018

2. Conservative and Semiconservative Random Walks: Recurrence and Transience
   Journal of Theoretical Probability, 2018, 31, (3), 1900-1922 View citations (1)
   Also in Journal of Theoretical Probability, 2019, 32, (1), 541-543 (2019)

2007

3. Estimation and Prediction of a Non-Constant Volatility
   Asia-Pacific Financial Markets, 2007, 14, (1), 1-23

2006

4. Analysis of multiserver retrial queueing system: A martingale approach and an algorithm of solution
   Annals of Operations Research, 2006, 141, (1), 19-50 View citations (2)

2002

5. Asymptotic Analysis of the GI/M/ 1 /n Loss System as n Increases to Infinity
   Annals of Operations Research, 2002, 112, (1), 35-41 View citations (1)