M. S. Pupashenko

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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!

PublicationDate of PublicationType
A new variance reduction technique for estimating value-at-risk
Applied Mathematical Finance
2018-09-18Paper
Convergence of reward functionals in a reselling model for a European option
Theory of Probability and Mathematical Statistics
2012-06-11Paper
scientific article; zbMATH DE number 5855922 (Why is no real title available?)
 
2011-02-22Paper
Bounds for a sum of random variables under a mixture of normals
 
2009-02-28Paper
On the characterization of premium principle with respect to pointwise comonotonicity
 
2007-12-16Paper


Research outcomes over time


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