A. A. Kamenov
From MaRDI portal
Person:255761
Available identifiers
zbMath Open kamenov.a-aMaRDI QIDQ255761
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Optimal stopping for absolute maximum of homogeneous diffusion | 2016-03-09 | Paper |
On the solution of the optimal prediction problem for the maximum of a time-homogeneous diffusion | 2014-10-17 | Paper |
Bachelier-Version of Russian Option with a Finite Time Horizon | 2010-04-26 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: A. A. Kamenov