|[This author has chosen not to make the email address public]|
|School of Mathematical Sciences, Monash University, Clayton Campus, Wllington road, Clayton, Vic-3800, Australia|
|Terminal Degree:||1977 (from RePEc Genealogy)|
(in no particular order)
Monash University, School of Mathematical Scienceshttp://www.maths.monash.edu.au/
Clayton, Victoria-3800, Australia
Research outputJump to: Working papers Articles
- V. Abramov & F. Klebaner & R. Liptser, 2010. "The Euler-Maruyama approximations for the CEV model," Papers 1005.0728, arXiv.org.
- Abramov, Vyacheslav & Klebaner, Fima, 2006. "Forecasting and testing a non-constant volatility," MPRA Paper 207, University Library of Munich, Germany.
- Vyacheslav Abramov & Fima Klebaner, 2007. "Estimation and Prediction of a Non-Constant Volatility," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(1), pages 1-23, March.
More informationResearch fields, statistics, top rankings, if available.
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