Shchestyuk, NataliyaTyshchenko, Serhii2025-01-292025-01-292024Shchestyuk N. Hitting-time models for option pricing in illiquid markets / Nataliya Shchestyuk, Sergij Tyshchenko // Ukraine Mathematics Conference "At the End of the Year 2024", December 16–18, 2024 : book of abstracts / Taras Shevchenko National University of Kyiv, Institute of Mathematics of National Academy of Sciences of Ukraine. - Kyiv, 2024. - P. 83.https://ekmair.ukma.edu.ua/handle/123456789/33363The hitting time process arises naturally in fields such as insurance, process control and survival analysis. Hitting time models are also applied to describe the dynamic of illiquid market when relatively long periods without any trading are observed.entime modelsdynamic of illiquid markethitting time processoption pricing techniquesconference abstractsConference materials