| Rokhlin Dmitry Borisovich
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| Associate professor
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| Doctor of physico-mathematical sciences (2010)
|
Subject: Mathematical arbitrage theory and related problems of stochastic process theory and functional analysis.
Main publications: - Rokhlin D. B. Asymptotic arbitrage and numéraire portfolios in large financial markets // Finance Stoch., 2008, V. 12, N 2, P. 173–194.
- Rokhlin D. B. A martingale selection problem in finite discrete-time case // Theory Probab. Appl.
2006 V. 50. N 3. P. 420–435.
- Rokhlin D. B. The Kreps–Yan theorem for $L^\infty$ // Int. J. Math. Math. Sci. 2005. V. 2005. N 17. P. 2749–2756.
- Rokhlin D., Schachermayer W. A note on lower bounds of martingale measure densities // Illinois J. Math. 2006. V. 50. N 4. P. 815–824.
Publications in Math-Net.Ru
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