The following pages link to V. M. Khametov (Q238277):
Displaying 16 items.
- Extremal measures and hedging in American options (Q315185) (← links)
- Efficient solution of the interpolation problem on the basis of observations of jump processes (Q796234) (← links)
- Optimal stopping time for geometric random walks with power payoff function (Q828094) (← links)
- A new martingale representation theorem (discrete time) (Q869776) (← links)
- Superhedging of American options on an incomplete market with discrete time and finite horizon (Q904452) (← links)
- Optimal control with delay of jump random processes (Q923039) (← links)
- Filtering, interpolation, and extrapolation of Markov chains with a continuous parameter (Q1090657) (← links)
- Optimal control by random sequences with constraints (Q1177828) (← links)
- Existence conditions for extremal probability measures on Polish spaces and some of their properties (Q2037687) (← links)
- Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (Q2290390) (← links)
- On the uniqueness of the optional decomposition of semimartingales (Q2314116) (← links)
- Conditions for the discreteness of extremal probability measures (the finite-dimensional case) (Q2440008) (← links)
- (Q3040375) (← links)
- (Q3358016) (← links)
- (Q3359528) (← links)
- Optimal recovery of a square integrable function from its observations with Gaussian errors (Q6047947) (← links)
