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Publications by Ilya Molchanov

Multivariate Extension of Put-Call Symmetry

SIAM Journal on Financial Mathematics

Applied Mathematics

Numerical Analysis

English

Estimating and Quantifying Uncertainties on Level Sets Using the Vorob’ev Expectation and Deviation With Gaussian Process Models

mODa 10 – Advances in Model-Oriented Design and Analysis

English

Tangent Sets in the Space of Measures: With Applications to Variational Analysis

Journal of Mathematical Analysis and Applications

Applied Mathematics

English

Limit Theorems for the Diameter of a Random Sample in the Unit Ball

English

Variational Analysis of Functionals of a Poisson Process

Advances in Applied Probability

Applied Mathematics

English

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