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Filtering by: Alternative title ssim Extension bulletin 643 Remove constraint Alternative title ssim: Extension bulletin 643 Creator Chunikhina, Evgenia V. Remove constraint Creator: Chunikhina, Evgenia V. License All rights reserved Remove constraint License: All rights reserved

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  • Information Theoretical Analysis of Self-Similar Trees

    Creator:
    Chunikhina, Evgenia V.
    Abstract:
    Tree-like patterns are ubiquitous in nature. Botanical trees, river networks, and blood systems are the most well-known examples of complex hierarchical systems met in observations. Interestingly, many of such systems exhibit statistical self-similarity. There are two main types of self-similarity: Horton self-similarity and Tokunaga self-similarity. Although there is an increased...
    Resource Type:
    Dissertation

  • Valuing options in a discrete time regime switching model with jumps

    Creator:
    Chunikhina, Evgenia V.
    Abstract:
    In this work, we provide a detailed analysis of a discrete time regime switching financial market model with jumps. We consider the model under two different scenarios: known and unknown initial regime. For each scenario we investigated conditions that guarantee the model's completeness. We find that the model under consideration...
    Resource Type:
    Masters Thesis
    Full Text:
    telegraph and ruin processes. An interesting extension of the telegraph process based model was proposed by