Kamenov Andrey Aleksandrovich

Publications in Math-Net.Ru

1. Optimal stopping for absolute maximum of homogeneous diffusion
   
   Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2015, no. 5,  7–13
2. On the solution of the optimal prediction problem for the maximum of a time-homogeneous diffusion
   
   Uspekhi Mat. Nauk, 69:3(417) (2014),  177–178
3. Башелье-версия “Русского опциона” на конечном интервале
   
   Teor. Veroyatnost. i Primenen., 55:3 (2010),  614–615
4. Bachelier-Version of Russian Option with a Finite Time Horizon
   
   Teor. Veroyatnost. i Primenen., 53:3 (2008),  576–587