Nechaev Mikhail Leonidovich

Publications in Math-Net.Ru

1. On the mean-variance hedging in the Ho–Lee diffusion model
   
   Teor. Veroyatnost. i Primenen., 44:1 (1999),  115–119
2. On the mean-variance hedging problem
   
   Teor. Veroyatnost. i Primenen., 43:4 (1998),  672–691
3. The structure of optimal investment strategy on the futures market
   
   Uspekhi Mat. Nauk, 52:2(314) (1997),  179–180


4. II Nordic-Russian Symposium on Probability Theory and Its Applications
   
   Teor. Veroyatnost. i Primenen., 44:4 (1999),  896