Sergey N. Smirnov

Available identifiers

zbMath Open smirnov.sergei-nikolaevichMaRDI QIDQ1736315

List of research outcomes

Publication	Date of Publication	Type
A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints	2023-03-30	Paper
Guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium	2023-03-29	Paper
Guaranteed deterministic approach to superhedging: most unfavorable scenarios of market behavior and the moment problem	2023-03-13	Paper
Guaranteed deterministic approach to superhedging: a numerical experiment	2022-04-25	Paper
Guaranteed deterministic approach to superhedging: structural stability and approximation	2022-04-25	Paper
Guaranteed deterministic approach to superhedging: the semicontinuity and continuity properties of solutions of the Bellman-Isaacs equations	2022-01-21	Paper
A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and Their Supports	2021-12-08	Paper
Guaranteed deterministic approach to superhedging: case of binary European option	2021-11-18	Paper
Realistic models of financial market and structural stability	2021-09-17	Paper
Structural stability threshold for the condition of robust no deterministic sure arbitrage with unbounded profit	2021-07-07	Paper
A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations	2021-06-23	Paper
Guaranteed deterministic approach to superhedging: sensitivity of solutions of the Bellman-Isaacs equations and numerical methods	2021-05-10	Paper
A guaranteed deterministic approach to superhedging: no arbitrage properties of the market	2021-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q5143140	2021-01-11	Paper
Geometric criterion for a robust condition of no sure arbitrage with unlimited profit	2020-11-24	Paper
Guaranteed deterministic approach to superhedging: properties of binary European option	2020-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q3299331	2020-07-22	Paper
A Feller transition kernel with measure supports given by a set-valued mapping	2020-06-05	Paper
Guaranteed deterministic approach to superhedging: Lipschitz properties of solutions of the Bellman-Isaacs equations	2019-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q5240348	2019-10-25	Paper
A probabilistic note on the Cauchy functional equation	2019-03-26	Paper
Correction to: ``A probabilistic note on the Cauchy functional equation	2019-03-26	Paper
https://portal.mardi4nfdi.de/entity/Q3120795	2019-03-19	Paper
General theorem on a finite support of mixed strategy in the theory of zero-sum games	2018-09-13	Paper
Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach	2017-09-08	Paper
Dimension polynomials in the generalized difference case	2013-01-10	Paper
https://portal.mardi4nfdi.de/entity/Q4428596	2004-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q2733101	2001-12-11	Paper
https://portal.mardi4nfdi.de/entity/Q2733398	2001-11-15	Paper
https://portal.mardi4nfdi.de/entity/Q4311826	1995-03-15	Paper
https://portal.mardi4nfdi.de/entity/Q4014979	1992-10-27	Paper
https://portal.mardi4nfdi.de/entity/Q4713929	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3362301	1992-01-01	Paper
Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case)	1990-01-01	Paper
A representation for supermartingales	1989-01-01	Paper
Converse of an Ergodic Theorem of Sevast’yanov	1989-01-01	Paper
An efficient stochastic algorithm for solving the Boltzmann equation	1989-01-01	Paper
Justification of a stochastic method for solving the Boltzmann equation	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3833374	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4734572	1989-01-01	Paper
On a stochastic method of solving the Boltzmann equation	1988-01-01	Paper
A stochastic algorithm for solving the Boltzmann equation based on Euler's method	1988-01-01	Paper
Recurrence of absolute-difference chains	1987-01-01	Paper
Existence of a trial function for estimating the moments of the stationary distribution of a Markov chain	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3739986	1986-01-01	Paper
Estimation of the moments of the stationary distribution of a Markov chain by the trial-function method	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3042828	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3313060	1982-01-01	Paper
Regenerative processes with Markov-dependent cycles and their applications	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3960011	1981-01-01	Paper
Limiting theorems for n-fold convolutions of probability measures on compact semitopological semigroups	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3899225	1980-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Sergey N. Smirnov