Speciality: 01.01.05 (Probability theory and mathematical statistics)
Birth date: 28.01.1981
E-mail:
Keywords: hedg.

Subject:

Quantile hedging.

Main publications:

• Primer rascheta Evropeiskogo optsiona s kvantilnym kriteriem na polnom (B,S)-rynke.

Publications in Math-Net.Ru

Personal pages:

• 

Organisations:

• Moscow Institute of Electronics and Mathematics — Higher School of Economics