Igor Cialenco 个人学术档案

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引用	859	584
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Tomasz R. BieleckiProfessor of Applied Mathematics, Illinois Institute of Technology在 iit.edu 的电子邮件经过验证
Tao ChenPostdoctoral Assistant Professor, University of Michigan, Ann Arbor在 umich.edu 的电子邮件经过验证
Marcin PiteraJagiellonian University在 uj.edu.pl 的电子邮件经过验证
Hyun-Jung Kim在 usc.edu 的电子邮件经过验证
Yicong HuangIllinois Institute of Technology在 hawk.iit.edu 的电子邮件经过验证
Ruoting GongMathematical Reviews, American Mathematical Society在 ams.org 的电子邮件经过验证
Qi YeSchool of Mathematical Sciences, South China Normal University在 m.scnu.edu.cn 的电子邮件经过验证
Gregory E FasshauerProfessor of Applied Mathematics, Colorado School of Mines在 mines.edu 的电子邮件经过验证
Jan PospíšilDepartment of Mathematics, University of West Bohemia在 kma.zcu.cz 的电子邮件经过验证
Nathan Glatt-HoltzTulane University在 tulane.edu 的电子邮件经过验证
Ziteng ChengPostdoctoral fellow, Department of Statistical Sciences, University of Toronto在 utoronto.ca 的电子邮件经过验证
Francisco J. Delgado-VencesInstituto de Matemáticas, UNAM.在 im.unam.mx 的电子邮件经过验证
Monique JEANBLANCProfesseur émérite mathématiques, université d' Evry在 univ-evry.fr 的电子邮件经过验证
Areski COUSINProfessor, University of Strasbourg, France在 unistra.fr 的电子邮件经过验证
Samuel DrapeauShanghai Jiao Tong University在 saif.sjtu.edu.cn 的电子邮件经过验证
Marek RutkowskiThe University of Sydney在 sydney.edu.au 的电子邮件经过验证
Levon GoukasianPepperdine University在 pepperdine.edu 的电子邮件经过验证
Birgit RudloffProfessor at Vienna University of Economics and Business, Institute for Statistics and Mathematics在 wu.ac.at 的电子邮件经过验证
Stanescu Marius MarinelProfessor, Faculty of Mechanics, University of Craiova, Romania在 edu.ucv.ro 的电子邮件经过验证
Thorsten SchmidtProfessur für Finanzmathematik, TU Chemnitz在 mathematik.tu-chemnitz.de 的电子邮件经过验证

关注

Igor Cialenco

Professor of Applied Mathematics, Illinois Institute of Technology

在 iit.edu 的电子邮件经过验证 - 首页

Probability Mathematical Finance Stochastic Control Risk Management Statistical Inference for SPDEs


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Statistical inference for SPDEs: an overview I Cialenco Statistical Inference for Stochastic Processes 21 (2), 309-329, 2018	75	2018
Approximation of stochastic partial differential equations by a kernel-based collocation method I Cialenco, GE Fasshauer, Q Ye International Journal of Computer Mathematics 89 (18), 2543-2561, 2012	64	2012
A note on parameter estimation for discretely sampled SPDEs I Cialenco, Y Huang Stochastics and Dynamics 20 (03), 2050016, 2020	50	2020
Asymptotic properties of the maximum likelihood estimator for stochastic parabolic equations with additive fractional Brownian motion I Cialenco, SV LOTOTSKY, JAN POSPÍŠIL Stochastics and Dynamics 9 (02), 169-185, 2009	49	2009
Parameter estimation for the stochastically perturbed Navier–Stokes equations I Cialenco, N Glatt-Holtz Stochastic Processes and their Applications 121 (4), 701-724, 2011	47	2011
Dynamic coherent acceptability indices and their applications to finance TR Bielecki, I Cialenco, Z Zhang Mathematical Finance 24 (3), 411-441, 2014	42	2014
A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective TR Bielecki, I Cialenco, M Pitera Probability, Uncertainty and Quantitative Risk 2, 1-52, 2017	38	2017
Drift estimation for discretely sampled SPDEs I Cialenco, F Delgado-Vences, HJ Kim Stochastics and Partial Differential Equations: Analysis and Computations, 1-26, 2019	33	2019
Dynamic conic finance via backward stochastic difference equations TR Bielecki, I Cialenco, T Chen SIAM Journal on Financial Mathematics 6 (1), 1068-1122, 2015	31	2015
Dynamic Conic Finance: Pricing and Hedging in Market Models with Transaction Costs via Dynamic Coherent Acceptability Indices TR Bielecki, I Cialenco, I Iyigunler, R Rodriguez International Journal of Theoretical and Applied Finance 16 (01), 1350002, 2013	31	2013
Adaptive robust control under model uncertainty TR Bielecki, T Chen, I Cialenco, A Cousin, M Jeanblanc SIAM Journal on Control and Optimization 57 (2), 925-946, 2019	30	2019
Dynamic assessment indices TR Bielecki, I Cialenco, S Drapeau, M Karliczek Stochastics 88 (1), 1-44, 2016	30	2016
Arbitrage-free pricing of derivatives in nonlinear market models TR Bielecki, I Cialenco, M Rutkowski Probability, Uncertainty and Quantitative Risk 3, 1-56, 2018	27	2018
A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time TR Bielecki, I Cialenco, M Pitera Mathematics of Operations Research, 2017	27*	2017
Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies I Cialenco, A Protopapadakis Journal of International Financial Markets, Institutions and Money 21 (2 …, 2011	26*	2011
Parameter estimation in diagonalizable bilinear stochastic parabolic equations I Cialenco, SV Lototsky Statistical inference for stochastic processes 12 (3), 203-219, 2009	24	2009
Parameter estimation for semilinear SPDEs from local measurements R Altmeyer, I Cialenco, G Pasemann Bernoulli 29 (3), 2035-2061, 2023	23	2023
Collateralized CVA Valuation with Rating Triggers and Credit Migrations TR Bielecki, I Cialenco, I Iyigunler International Journal of Theoretical and Applied Finance 16 (2), 2012	20	2012
PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE I Cialenco Stochastics and Dynamics 10 (04), 561-576, 2010	20	2010
Recursive construction of confidence regions T Bielecki, T Chen, I Cialenco Electronic Journal of Statistics 11 (2), 4674-4700, 2017	15	2017

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