Speciality:
01.01.01 (Real analysis, complex analysis, and functional analysis)
E-mail: Keywords: the weight spaces of analytic functions, generating, entire functions;
financial market,
martingale measure,
infinite number of buyers-up of stocks,
weakened noncoincidence barycenter condition,
completeness,
self-financing portfolio,
capital of portfolio,
contingent claim,
interpolating filtration.
Subject:
Interpolation properties of martingale measures
Main publications:
V. V. Shamraeva, “$L^2$-method in the task of generating weight spaces without ring structure”, The dissertation on competition of a scientific degree of candidate of physico-mathematical Sciences, 2005, 108
I. V. Pavlov, I. V. Tsvetkova, V. V. Shamraeva, “Nekotorie resultati o martingalnih merah odnoshagovih modelej finansovih rinkov, svjazannie s usloviem nesovpadenija barizentrov [Some results on martingale measures of one-step models of financial markets associated with the noncoincidence barycenter condition]”, Nauchno-tehnicheskij zhurnal «Vestnik RGUPS»; [Scientific and Technical Journal «Vestnik RGUPS»;], 2012, № 3, 177–181
