Fima C. Klebaner

14 papers Journal 9Unranked 5
YearRankTypeTitle / Venue / Authors
2020 J jnl
Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line.
Probl. Inf. Transm.
Fima C. Klebaner, A. V. Logachov, A. A. Mogulskii
2017 — conf
Mathematical model for pancreatic cancer progression using non-constant gene mutation rate.
BIBM
Shuhao Sun, Fima C. Klebaner, Tianhai Tian
2017 J jnl
Mathematical modelling for variations of inbreeding populations fitness with single and polygenic traits.
BMC Genom.
Shuhao Sun, Fima C. Klebaner, Tianhai Tian
2016 J jnl
On the emergence of random initial conditions in fluid limits.
J. Appl. Probab.
A. D. Barbour, Pavel Chigansky, Fima C. Klebaner
2015 — conf
A new approach for estimating probability of metastasis at diagnosis.
BIBM
Shuhao Sun, Fima C. Klebaner, Tianhai Tian
2014 — conf
A New Mathematical Model for Inbreeding Depression in Large Populations.
ISBRA
Shuhao Sun, Fima C. Klebaner, Tianhai Tian
2014 J jnl
A new model of time scheme for progression of colorectal cancer.
BMC Syst. Biol.
Shuhao Sun, Fima C. Klebaner, Tianhai Tian
2014 J jnl
How did we get here?
J. Appl. Probab.
Kais Hamza, Fima C. Klebaner
2014 — conf
Pricing window barrier options with a hybrid stochastic-local volatility model.
CIFEr
Yu Tian, Zili Zhu, Geoffrey Lee, Thomas Lo, Fima C. Klebaner, Kais Hamza
2013 — conf
A new mathematical model for progression of colorectal cancer.
BIBM
Shuhao Sun, Fima C. Klebaner, Tianhai Tian
2012 J jnl
Pricing barrier and American options under the SABR model on the graphics processing unit.
Concurr. Comput. Pract. Exp.
Yu Tian, Zili Zhu, Fima C. Klebaner, Kais Hamza
2011 J jnl
The Euler-Maruyama approximation for the absorbtion times
CoRR
Pavel Chigansky, Fima C. Klebaner
2005 J jnl
Tracking Volatility.
Probl. Inf. Transm.
L. Goldentayer, Fima C. Klebaner, Robert Sh. Liptser
2003 J jnl
Random step functions model for interest rates.
Finance Stochastics
Konstantin Borovkov, Fima C. Klebaner, Eleanor Virag