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Publications in Math-Net.Ru |
Citations |
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2020 |
| 1. |
M. A. Yakunin, “Parametric analysis of stochastic oscillators by the statistical modeling
method”, Sib. Zh. Vychisl. Mat., 23:3 (2020), 339–350  ; Num. Anal. Appl., 13:3 (2020), 282–292  |
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2017 |
| 2. |
S. S. Artemiev, M. A. Yakunin, “Parametric analysis of the oscillatory solutions to SDEs with Wiener and Poisson components by a Monte Carlo method”, Sib. Zh. Ind. Mat., 20:2 (2017), 3–14  ; J. Appl. Industr. Math., 11:2 (2017), 157–167  |
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2016 |
| 3. |
S. S. Artemiev, M. A. Yakunin, “Analysis of the accuracy of estimates of the first moments of solving SDE with Wiener and Poisson components by Monte Carlo method”, Sib. Zh. Vychisl. Mat., 19:1 (2016), 33–45  ; Num. Anal. Appl., 9:1 (2016), 24–33 |
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2013 |
| 4. |
S. S. Artemiev, V. D. Korneev, M. A. Yakunin, “Numerical solution to stochastic differential equations with a random structure on supercomputers”, Sib. Zh. Vychisl. Mat., 16:4 (2013), 303–311 ; Num. Anal. Appl., 6:4 (2013), 261–267 |
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2011 |
| 5. |
S. S. Artem'ev, Yu. I. Ashchepkova, M. A. Yakunin, “A credit risk estimate for long-term financial flows basing on statistical modeling”, Sib. Zh. Ind. Mat., 14:2 (2011), 45–54 |
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2009 |
| 6. |
T. A. Averina, M. A. Yakunin, “Parameters estimates of a price series model as solution to linear SDE with a Poisson component”, Sib. Zh. Vychisl. Mat., 12:2 (2009), 121–129 ; Num. Anal. Appl., 2:2 (2009), 99–105 |
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2008 |
| 7. |
S. S. Artem'ev, M. A. Yakunin, “Analysis of asymptotic distributions of some profitability characteristics of the trade algorithms”, Sib. Zh. Vychisl. Mat., 11:2 (2008), 115–125 ; Num. Anal. Appl., 1:2 (2008), 95–104 |
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2006 |
| 8. |
S. S. Artem'ev, M. A. Yakunin, “Analysis of the number of sale/purchase signals for trade algorithms”, Sib. Zh. Vychisl. Mat., 9:4 (2006), 325–334 |
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2005 |
| 9. |
S. S. Artem'ev, A. E. Korsun, M. A. Yakunin, “Investigation of probability characteristics for a particular trade algorithm”, Sib. Zh. Vychisl. Mat., 8:2 (2005), 101–108  |
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2002 |
| 10. |
S. S. Artem'ev, M. A. Yakunin, “Stochastic wave models of prices of various financial instruments”, Sib. Zh. Vychisl. Mat., 5:2 (2002), 93–100 |
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2001 |
| 11. |
S. S. Artem'ev, M. A. Yakunin, “Multidimensional model of the dynamics of stock prices and the problem of constructing the investment portfolio”, Sib. Zh. Vychisl. Mat., 4:1 (2001), 13–20 |
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1999 |
| 12. |
S. S. Artem'ev, M. A. Yakunin, “Estimates of the parameters in system of stochastic differential equations with linear inclusion of parameters”, Sib. Zh. Vychisl. Mat., 2:1 (1999), 1–11 |
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| 13. |
S. S. Artem'ev, M. A. Yakunin, “Estimation of parameters in a system of stochastic differential equations from discrete observations”, Sibirsk. Mat. Zh., 40:5 (1999), 987–993 ; Siberian Math. J., 40:5 (1999), 828–833 |
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