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Zverev Oleg Vladimirovich
Publications in Math-Net.Ru
Optimal stopping time for geometric random walks with power payoff function
Avtomat. i Telemekh.
, 2020, no. 7,
34–55
Quantile hedging of European options in incomplete markets. Path 2. Minimax hedging
Probl. Upr.
, 2015, no. 1,
47–52
Quantile hedging of European options in incomplete markets. Part I. Superhedging
Probl. Upr.
, 2014, no. 6,
31–44
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Steklov Math. Inst. of RAS
, 2024