The following pages link to V. M. Khametov (Q238277):
Displaying 7 items.
- Extremal measures and hedging in American options (Q315185) (← links)
- Efficient solution of the interpolation problem on the basis of observations of jump processes (Q796234) (← links)
- Optimal stopping time for geometric random walks with power payoff function (Q828094) (← links)
- A new martingale representation theorem (discrete time) (Q869776) (← links)
- Superhedging of American options on an incomplete market with discrete time and finite horizon (Q904452) (← links)
- Optimal control with delay of jump random processes (Q923039) (← links)
- Optimal recovery of a square integrable function from its observations with Gaussian errors (Q6047947) (← links)
