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 |
|---|---|---|
| Optimal stopping for absolute maximum of homogeneous diffusion Moscow University Mathematics Bulletin | 2016-03-09 | Paper |
| On the solution of the optimal prediction problem for the maximum of a time-homogeneous diffusion Russian Mathematical Surveys | 2014-10-17 | Paper |
| Bachelier-version of Russian option with a finite time horizon Theory of Probability & Its Applications | 2010-04-26 | Paper |
Research outcomes over time
This page was built for person: A. A. Kamenov
