Alexey Soloviev
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Minimax estimation of value-at-risk under hedging of an American contingent claim in a discrete financial market | 2018-12-04 | Paper |
| Bankruptcy prevention in multiperiod Markowitz optimization problem Moscow University Computational Mathematics and Cybernetics | 2016-11-22 | Paper |
| Partial hedging of American claims in a discrete market Computational Mathematics and Modeling | 2016-03-21 | Paper |
Research outcomes over time
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