1 citations · 2 across the 4 of their papers we have counts for
4 papers
On estimation of fractal dimension for 2D time-series based on functional relation between areas of covers
Dmitry Zhabin
It is shown that fractal dimension can be estimated seeking a solution of functional equation defined for areas of coverages of different scales. The method proposed is compared wi…
On optimal cover and its possible shape for fractals embedded into 2D Euclidian space
Dmitry Zhabin
In this article a definition of optimal cover for fractal structures is proposed. Expression for Minkowsky dimension is rewritten in terms of functional equation on areas of covers…
Stochastic Processes with Short Memory
D. N. Zhabin
The mathematical model of a linear system with the short memory about own stochastic behavior is proposed. It is assumed that the system is under a continual influence of independe…
Exact Solution of Discrete Hedging Equation for European Option
D. E. Yakovlev, D. N. Zhabin
The approach that allows find European option price on the assumption of hedging at discrete times is proposed. The routine allows find the option price not for lognormal distribut…