Yuri M. Kaniovski

Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices

Georg Ch. Pflug, Dmitri V. Boreiko, Yuri M. Kaniovski, 2015, OR.

Price Expectations and Cobwebs Under Uncertainty

Sjur Didrik Flåm, Yuri M. Kaniovski, S. Flåm, 2002, Ann. Oper. Res..

Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems

Roger J.-B. Wets, Alan J. King, Yuri M. Kaniovski, 1995, Ann. Oper. Res..

Adaptive Dynamics in Games Played by Heterogeneous Populations

H. Peyton Young, Arkadii V. Kryazhimskii, Yuri M. Kaniovski, 2000, Games Econ. Behav..

Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence

Georg Ch. Pflug, Dmitri V. Boreiko, Yuri M. Kaniovski, 2016, Central Eur. J. Oper. Res..