| Publication | Date of Publication | Type |
|---|
| The Kolmogorov students' competitions on probability theory | 2012-09-05 | Paper |
Risk-reward optimization with discrete-time coherent risk
Mathematical Finance | 2010-10-15 | Paper |
CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK
Mathematical Finance | 2009-03-06 | Paper |
Pricing with Coherent Risk
Theory of Probability & Its Applications | 2008-11-03 | Paper |
Dilatation monotone risk measures are law invariant
Finance and Stochastics | 2007-12-16 | Paper |
Pricing and hedging European options with discrete-time coherent risk
Finance and Stochastics | 2007-12-16 | Paper |
Weighted V\@R and its properties
Finance and Stochastics | 2006-12-08 | Paper |
| On the absolute continuity and singularity of measures on filtered spaces: separating times | 2006-10-23 | Paper |
| Equilibrium with coherent risk | 2006-05-02 | Paper |
| Coherent measurement of factor risks | 2006-05-02 | Paper |
| Pricing and hedging in incomplete markets with coherent risk | 2006-05-02 | Paper |
| CAPM, rewards, and empirical asset pricing with coherent risk | 2006-05-02 | Paper |
| scientific article; zbMATH DE number 2149882 (Why is no real title available?) | 2005-03-30 | Paper |
| scientific article; zbMATH DE number 2134040 (Why is no real title available?) | 2005-02-15 | Paper |
Singular stochastic differential equations.
Lecture Notes in Mathematics | 2005-02-10 | Paper |
On Minimization and Maximization of Entropy in Various Disciplines
Theory of Probability & Its Applications | 2004-12-16 | Paper |
Separating Times for Measures on Filtered Spaces
Theory of Probability & Its Applications | 2004-12-16 | Paper |
Invariant Distributions for Singular Stochastic Differential Equations
Stochastics and Stochastic Reports | 2004-09-29 | Paper |
On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations
Theory of Probability & Its Applications | 2004-01-21 | Paper |
Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle
Theory of Probability & Its Applications | 2004-01-21 | Paper |
| scientific article; zbMATH DE number 1897408 (Why is no real title available?) | 2003-04-27 | Paper |
Families of Consistent Probability Measures
Theory of Probability & Its Applications | 2002-04-25 | Paper |
| scientific article; zbMATH DE number 1619470 (Why is no real title available?) | 2002-01-17 | Paper |
| scientific article; zbMATH DE number 1619470 (Why is no real title available?) | 2002-01-17 | Paper |
Convergence of some integrals associated with Bessel processes
Theory of Probability and its Applications | 2001-10-22 | Paper |
On the strong and weak solutions of stochastic differential equations governing Bessel processes
Stochastics and Stochastics Reports | 2001-10-16 | Paper |
Qualitative behaviour of solutions of stochastic differential equations with singular coefficients
Russian Mathematical Surveys | 2001-05-13 | Paper |
Some distributional properties of a Brownian motion with a drift and an extension of P. Lévy's theorem
Theory of Probability and its Applications | 2001-05-02 | Paper |
The vector stochastic integral in the first fundamental theorem of the mathematics of finance
Russian Mathematical Surveys | 1999-07-04 | Paper |
