Y. Kazmerchuk

A CONTINUOUS-TIME GARCH MODEL FOR STOCHASTIC VOLATILITY WITH DELAY

A. Swishchuk, Y. Kazmerchuk, W. Jianhong, 2005 .

The pricing of options for securities markets with delayed response

Jianhong Wu, Anatoliy Swishchuk, Yuriy Kazmerchuk, 2007, Math. Comput. Simul..

Theory , Stochastic Stability and Applications of Stochastic Delay Differential Equations : a Survey of Recent Results

A. F. Ivanov, A. Ivanov, A. Swishchuk, 2002 .