Author

Anton Yurchenko-Tytarenko

Observed names: A. Yu. Yurchenko-Tytarenko, ANTON YURCHENKO-TYTARENKO, Yurchenko-Tytarenko, Anton

Institution: Statkraft (Norway)

Observed institutions: University of Oslo, Taras Shevchenko National University of Kyiv, Statkraft (Norway)

ORCID: 0000-0003-3020-3709

Observed ORCID: 0000-0003-3020-3709

OpenAlex ID: A5017151493

Fractional Cox–Ingersoll–Ross process with non-zero «mean»

2018 · Yuliya Mishura, Anton Yurchenko-Tytarenko · Modern Stochastics Theory and Applications · 35

From Constant to Rough: A Survey of Continuous Volatility Modeling

2023 · Giulia Di Nunno, Kęstutis Kubilius, et al. · Mathematics · 25

Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process

2019 · Yu. S. Mishura, V. I. Piterbarg, et al. · Theory of Probability and Mathematical Statistics · 19

Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes

2022 · Yuliya Mishura, Anton Yurchenko-Tytarenko · Stochastics · 18

Fractional Cox–Ingersoll–Ross process with small Hurst indices

2018 · Yuliya Mishura, Anton Yurchenko-Tytarenko · Modern Stochastics Theory and Applications · 17

Sandwiched SDEs with unbounded drift driven by Hölder noises

2023 · Giulia Di Nunno, Yuliya Mishura, et al. · Advances in Applied Probability · 13

Low-dimensional Cox-Ingersoll-Ross process

2024 · Yuliya Mishura, Andrey Pilipenko, et al. · Stochastics · 11

Option Pricing in Sandwiched Volterra Volatility Model

2024 · Giulia Di Nunno, Yuliya Mishura, et al. · SIAM Journal on Financial Mathematics · 8

Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises

2022 · Giulia Di Nunno, Yuliya Mishura, et al. · Numerical Algorithms · 7

Sandwiched Volterra volatility model: Markovian approximations and hedging

2025 · Giulia Di Nunno, Anton Yurchenko-Tytarenko · Finance and Stochastics · 6

Approximating Expected Value of an Option With Non-lipschitz Payoff in Fractional Heston-type Model

2020 · YULIYA MISHURA, ANTON YURCHENKO-TYTARENKO · International Journal of Theoretical and Applied Finance · 6

Power law in Sandwiched Volterra Volatility model

2024 · Giulia Di Nunno, Anton Yurchenko-Tytarenko · Modern Stochastics Theory and Applications · 4

Optimal control in linear-quadratic stochastic advertising models with memory

2023 · Michele Giordano, Anton Yurchenko-Tytarenko · Decisions in Economics and Finance · 2

Sandwiched Processes Driven by Hölder Noises

2026 · Giulia Di Nunno, Yuliya Mishura, et al. · Springer finance

Volterra Volatility Models: Option Pricing and Hedging

2026 · Giulia Di Nunno, Yuliya Mishura, et al. · Springer finance

Quadratic Hedging in the SVV Model

2026 · Giulia Di Nunno, Yuliya Mishura, et al. · Springer finance

The SVV Model of Financial Market

2026 · Giulia Di Nunno, Yuliya Mishura, et al. · Springer finance

Drift-Implicit Euler Scheme

2026 · Giulia Di Nunno, Yuliya Mishura, et al. · Springer finance

Volatility: Data, Models, and the Road Ahead

2026 · Giulia Di Nunno, Yuliya Mishura, et al. · Springer finance

Numerical Techniques for Option Pricing in the SVV Model

2026 · Giulia Di Nunno, Yuliya Mishura, et al. · Springer finance

Cox–Ingersoll–Ross Process and Skorokhod Problems

2026 · Giulia Di Nunno, Yuliya Mishura, et al. · Springer finance

Gaussian Volterra Drivers

2026 · Giulia Di Nunno, Yuliya Mishura, et al. · Springer finance

Volatility Models with Explosive Drifts

2026 · Giulia Di Nunno, Yuliya Mishura, et al. · Springer finance

Parameter Estimation in Rough Bessel Model

2023 · Yuliya Mishura, Anton Yurchenko-Tytarenko · Fractal and Fractional

Optimal motivation scheme design using machine learning and control theory

2021 · Oksana Chernova, Sitadri Roy Choudhuri, et al.

Works count: 26

Citation count: 171

H-index: 8

I10-index: 7