Information about Author
Name, Surname:Andrejs Matvejevs
Department:(33600) Lietišķās matemātikas institūts
Honorific title:Latviski, Angliski, Krieviski
Scientific Degree:Doktors
Field of research:2. Engineering and technology
Sub-field of research:2.2 Electrical engineering, Electronic engineering, Information and communication engineering
Research interests:Finanšu analīze, aktuāru tehnoloģija
E-mail:Andrejs.Matvejevs(at)rtu.lv
ORCID:
0000-0001-9438-3441Publications
61 items found, displaying 31 to 40.
Testing Heston Model Consistency and Evaluation of Parameters Thought Representation in Discrete Time
(2011)
Jegors Fjodorovs,
Andrejs Matvejevs,
Oksana Pavļenko
Full-text conference paper published in other conference proceedings
Full-text conference paper published in other conference proceedings
Evaluation of Dynamics of the VIX Index Via Heston Model
(2011)
Jegors Fjodorovs,
Andrejs Matvejevs
Full-text conference paper published in other conference proceedings
Full-text conference paper published in other conference proceedings