Ling T

Publications in Math-Net.Ru

1. Pricing of asian-type and basket options via bounds
   
   Teor. Veroyatnost. i Primenen., 61:1 (2016),  53–68
2. On moments of Pitman estimators: the case of fractional Brownian motion
   
   Teor. Veroyatnost. i Primenen., 58:4 (2013),  695–710