• A
• A
• A
• ABC
• ABC
• ABC
• А
• А
• А
• А
• А
Regular version of the site
Of all publications in the section: 4
Sort:
by name
by year
Article
Karatetskaia E., Lakshina V. V. Известия Саратовского университета. Новая серия. Серия: Математика. Механика. Информатика. 2019. Vol. 19. No. 1. P. 105-113.

The article is devoted to the calculation of the dynamic hedge ratio based on three different types of volatility models, among which S-BEKK GARCH model takes into account cross-sectional dependence. The hedging strategy is built for eight stock-futures pairs on energy market in Russia.

Article
Нестеренко А. Ю. Известия Саратовского университета. Новая серия. Серия: Математика. Механика. Информатика. 2013. Т. 13. № 4. С. 89-93.

In this article we study one class of irrationalities which may be defined as covergent series with rational coefficients. This class contain a lot of well known constants such as $\ln 2$, $\pi$, e.t.c. We consider the problem of determination parameters of rational coefficients by rational approximation of irrationality.    We deduced the lower and upper bounds and present an algorithm for determination of unknown parameters. Also, we present some results of practical calculations.