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  2. Li, Cailing [Author] ; Schilling, René L. [Degree supervisor]; Mišura, Julija S. [Degree supervisor] Technische Universität Dresden

    Fractional time derivatives and stochastic processes

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    Dresden, 04. Januar 2024

  5. Azmoodeh, Ehsan [Other]; Mišura, Julija S. [Other]; Valkeila, Esko [Other]

    On hedging European options in geometric fractional Brownian motion market model

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    Espoo: Helsinki Univ. of Techn., Dep. of Mathematics and Systems Analysis, 2009

    Published in: Matematiikan Laitos: Research reports / A ; 565

  6. Eisenberg, Julia [Author]; Mišura, Julija S. [Author]

    Optimising dividends and consumption under an exponential CIR as a discount factor

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    2020

    Published in: Mathematical methods of operations research ; 92(2020), 2 vom: Okt., Seite 285-309

  8. Guasoni, Paolo [Author]; Mišura, Julija S. [Author]; Rásonyi, Miklós [Author]

    High-frequency trading with Fractional Brownian Motion

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    [Dublin]: Financial Mathematics and Computation Research Cluster, [2020]

    Published in: Michael J. Brennan Irish finance working paper series research paper ; 2020,5

  9. Marushkevych, Dmytro [Author] ; Le Mans [Contributor]; Kleptsyna, Marina [Contributor]; Mishura, Yuliya S. [Contributor]; Popier, Alexandre, François, Roland [Contributor]

    Asymptotic study of covariance operator of fractional processes : analytic approach with applications ; Études asymptotiques de l’opérateur de covariance pour les processus fractionnaires : approche analytique avec applications

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    theses.fr, 2019-05-22

  11. Mišura, Julija S. [Author]; Ralchenko, Kostiantyn [Author]; Shklyar, S. V. [Author]

    General conditions of weak convergence of discrete-time multiplicative scheme to asset price with memory

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    2020

    Published in: Risks ; 8(2020), 1/11 vom: März, Seite 1-29