Fractional Cox–Ingersoll–Ross process with non-zero «mean» Y Mishura, A Yurchenko-Tytarenko Modern Stochastics: Theory and Applications 5 (1), 99-111, 2018 | 46 | 2018 |

Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process Y Mishura, V Piterbarg, K Ralchenko, A Yurchenko-Tytarenko Theory of Probability and Mathematical Statistics 97, 167-182, 2018 | 24* | 2018 |

Fractional Cox–Ingersoll–Ross process with small Hurst indices Y Mishura, A Yurchenko-Tytarenko Modern Stochastics: Theory and Applications 6 (1), 13-39, 2018 | 16 | 2018 |

Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes Y Mishura, A Yurchenko-Tytarenko Stochastics 95 (1), 99-117, 2023 | 15 | 2023 |

Sandwiched SDEs with unbounded drift driven by Hölder noises G Di Nunno, Y Mishura, A Yurchenko-Tytarenko Advances in applied probability 55 (3), 927-964, 2023 | 12 | 2023 |

Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model Y Mishura, A Yurchenko-Tytarenko International Journal of Theoretical and Applied Finance 23 (05), 2050031, 2020 | 12 | 2020 |

From constant to rough: A survey of continuous volatility modeling G Di Nunno, K Kubilius, Y Mishura, A Yurchenko-Tytarenko Mathematics 11 (19), 4201, 2023 | 9 | 2023 |

Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises G Di Nunno, Y Mishura, A Yurchenko-Tytarenko Numerical algorithms 93 (2), 459-491, 2023 | 6 | 2023 |

Low-dimensional Cox-Ingersoll-Ross process Y Mishura, A Pilipenko, A Yurchenko-Tytarenko Stochastics, 1-21, 2024 | 4 | 2024 |

Option pricing in Volterra sandwiched volatility model G Di Nunno, Y Mishura, A Yurchenko-Tytarenko arXiv preprint arXiv:2209.10688, 2022 | 4 | 2022 |

Optimal control in linear-quadratic stochastic advertising models with memory M Giordano, A Yurchenko-Tytarenko Decisions in Economics and Finance 47 (1), 275-298, 2024 | 2* | 2024 |

Sandwiched Volterra Volatility model: Markovian approximations and hedging G Di Nunno, A Yurchenko-Tytarenko arXiv preprint arXiv:2209.13054, 2022 | 2 | 2022 |

Power law in Sandwiched Volterra Volatility model G Di Nunno, A Yurchenko-Tytarenko Modern Stochastics: Theory and Applications 11 (2), 169-194, 2024 | 1 | 2024 |

Parameter Estimation in Rough Bessel Model Y Mishura, A Yurchenko-Tytarenko Fractal and Fractional 7, 508, 2023 | 1 | 2023 |

Option Pricing in Sandwiched Volterra Volatility Model G Di Nunno, Y Mishura, A Yurchenko-Tytarenko SIAM Journal on Financial Mathematics 15 (3), 824-882, 2024 | | 2024 |

Stochastic Volterra volatility models A Yurchenko-Tytarenko | | 2022 |

Optimal motivation scheme design using machine learning and control theory O Chernova, SR Choudhuri, D Jelito, J Kardach, K Kulczyck, Z Michalik, ... | | 2021 |

Portfolio theory and derivative pricing E Alos, O Chernova, SR Choudhuri, H Gacki, D G±tarek, M Górnioczek, ... | | |