Anatoliy Swishchuk

• financial mathematics; biomathematics; random evolutions and their applications; stochastic calculus

Book

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  Swishchuk, Anatoliy and Wu, Jianhong. Evolution of Biological Systems in Random Media: Limit Theorems and Stability Kluwer Acad. Publ., 2003. Print.
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  Swishchuk, Anatoliy. Random Evolutions and Their Applications. New Trends Kluwer Acad. Publ., 2000. Print.
• Swishchuk, Anatoliy. Random Evolutions and Their Applications Kluwer Acad. Publ., 1997. Print.
• Swishchuk, Anatoliy and Korolyuk, V. S.. Evolution of Systems in Random Media CRC Press, 1995. Print.
• Swishchuk, Anatoliy and Korolyuk, V. S.. Semi-Markov Random Evolutions Kluwer Acad. Publ., 1995. Print.
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  Swishchuk, Anatoliy and Korolyuk, Vladimir S.. Semi-Markov Random Evolutions Kluwer Academic Publishers, 1992. Print.

Conference Proceedings

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  Swishchuk, Anatoliy and Elliott, Robert. Pricing Options and Variance Swaps in Markov-Modulated Brownian and Fractional Brownian Markets 2004.

Journal Article

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  Swishchuk, Anatoliy and Kazmerchuk, Yuriy and Wu, Jianhong. "The Pricing of Options for Security Markets with Delayed Response". Mathematics and Computers in Simulation, (2006). Print.
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  Swishchuk, Anatoliy. "Modeling and Pricing of Variance Swaps for Multi-Factor Stochastic Volatilities with Delay'". Canadian Applied Math Quarterly 14.4 (2006): 441-469. Print.
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  Swishchuk, Anatoliy. "Modeling and Pricing of Variance Swaps for Stochastic Volatilities with Delay". WILMOTT Magazine 19.2 (2005): 63-73. Print.
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  Swishchuk, Anatoliy and Kazmerchuk, Yuriy and Wu, Jianhong. "A Continuous-time GARCH model for stochastic volatility with delay". Canadian Applied Math Quarterly 13.2 (2005). Print.
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  Swishchuk, Anatoliy. "Modeling of Variance and Volatility Swaps for Fiancial Markets with Stochastic Volatility". WILMOTT Magazine September Issue.2 (2004): 64-72. Print.

Journal Articles - Peer Reviewed

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  Vadori, Nelson and Swishchuk, Anatoliy. "Smiling for the Delayed Volatility Swaps". Wilmott 2014.74 (2014): 62–73. Print.
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  Vadori, Nelson and Swishchuk, Anatoliy. "Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes". Stochastic Analysis and Applications (to appear), Print.

Preprint

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  Swishchuk, Anatoliy. "Explicit Option Pricing Formula for a Mean-Reverting Asset". , Print.