Sobol' Vitalii Romanovich

Publications in Math-Net.Ru

1. Smooth approximation of the quantile function derivatives
   
   Vestnik YuUrGU. Ser. Mat. Model. Progr., 15:4 (2022),  115–122
2. Application of the smooth approximation of the probability function in some applied stochastic programming problems
   
   Vestnik YuUrGU. Ser. Mat. Model. Progr., 14:3 (2021),  33–45
3. On smooth approximation of probabilistic criteria in stochastic programming problems
   
   Tr. SPIIRAN, 19:1 (2020),  180–217
4. Asymptotic confidence interval for conditional probability at decision making
   
   Avtomat. i Telemekh., 2017, no. 10,  130–138
5. The modified sequential hedging strategy: hedger's loss distribution
   
   Avtomat. i Telemekh., 2015, no. 11,  34–50
6. A two-step problem of hedging a European call option under a random duration of transactions
   
   Trudy Inst. Mat. i Mekh. UrO RAN, 21:3 (2015),  164–174
7. Modernization of the stop-loss start-gain strategy for hedging an option position
   
   Trudy Inst. Mat. i Mekh. UrO RAN, 19:2 (2013),  179–192