Demin Nikolai Serapionovich

Publications in Math-Net.Ru

1. Exotic call options with limited payments and guaranteed income in Black–Scholes model
   
   Probl. Upr., 2011, no. 1,  33–39
2. Exotic European options with restrictions on the payoffs
   
   Avtomat. i Telemekh., 2010, no. 9,  136–151
3. Research of one type of exotics options with flight and onflow of capital in binomial model of financial $(B,S)$-market
   
   Diskretn. Anal. Issled. Oper., 16:6 (2009),  23–42
4. Control of one-sector economy under restrictions on saving and consumption
   
   Probl. Upr., 2009, no. 6,  9–17
5. Управление односекторной экономикой на конечном интервале времени по критерию максимизации налоговых отчислений
   
   Sib. Zh. Ind. Mat., 12:1 (2009),  74–88
6. Control of single-sector economy over a finite time interval with allowance for employer consumption
   
   Avtomat. i Telemekh., 2008, no. 9,  140–155
7. A European option with an arbitrary number of types of risk securities in the discrete time case
   
   Diskretn. Anal. Issled. Oper., Ser. 2, 9:1 (2002),  3–20
8. Filtration of stochastic processes for continuous and discrete observations with memory. II. Synthesis of filters
   
   Avtomat. i Telemekh., 1995, no. 10,  36–49
9. Filtration of stochastic processes for continuous and discrete observations with memory. I. Basic nonlinear filtration equation
   
   Avtomat. i Telemekh., 1995, no. 9,  49–59
10. Filtration of Time-Continuous Stochastic Signals by Discrete Observations With Memory
    
    Probl. Peredachi Inf., 31:1 (1995),  68–83
11. Extrapolation of random processes in continuous-discrete observation channels with memory
    
    Avtomat. i Telemekh., 1992, no. 4,  64–72
12. Filtering random processes in continuous-discrete observation channels incorporating memory
    
    Avtomat. i Telemekh., 1987, no. 3,  59–69
13. On Equations for Shannon Information in Transmission of Markov Diffusion Signals Through Channels with Memory
    
    Probl. Peredachi Inf., 23:1 (1987),  16–27
14. On the amount of data in problems of markov process component filtering
    
    Avtomat. i Telemekh., 1983, no. 7,  87–96
15. Continuous discrete sliding extrapolation of markov processes
    
    Avtomat. i Telemekh., 1981, no. 7,  74–83
16. Optimal classification of continuous Markov process components from a set of continuous and discrete-time observations
    
    Avtomat. i Telemekh., 1978, no. 1,  44–52
17. Interpolation of the state of a stochastic system with random parameters with continuous and discrete observations
    
    Avtomat. i Telemekh., 1977, no. 7,  28–38
18. Optimal Recognition of Jump-Like Components of Markov Signals
    
    Probl. Peredachi Inf., 13:2 (1977),  45–54
19. Optimal estimation of the state and optimal classification of stochastic systems with random stepwise processes in the measurement channel
    
    Avtomat. i Telemekh., 1976, no. 8,  25–33