Alexey Soloviev
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Person:4559952
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 |
|---|---|---|
| Minimax estimation of value-at-risk under hedging of an American contingent claim in a discrete financial market | 2018-12-04 | Paper |
| Bankruptcy prevention in multiperiod Markowitz optimization problem Moscow University Computational Mathematics and Cybernetics | 2016-11-22 | Paper |
| Partial hedging of American claims in a discrete market Computational Mathematics and Modeling | 2016-03-21 | Paper |
Research outcomes over time
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