Summary-pr (1137422), страница 3
Текст из файла (страница 3)
Minimax hedging for European type options in compact (1,S)-market. / ZverevO.V., Khametov V.M. // 2011. Surveys on Applied and Industrial Mathematics. vol. 18.issue 1. p.121-122. (in Russian) (personal contribution of the author 0,06рр).6.Zverev O.V. Minimax hedging for European type options in incomplete markets (Discreettime). / Zverev O.V., Khametov V.M. // 2011. Surveys on Applied and Industrial Mathematics. vol.18.issue 2.
p. 193-204. (in Russian) (personal contribution of the author 0,5рр).The results of the research published in proceedings of scientific conferences:1.Zverev O.V. «Quantile hedging of European option in multidimensional incomplete marketwithout transaction costs (discrete time)»VIII Moscow international conference on operation7research, 2016, Moscow: MAKS Press.
Proceedings of the conference. Vol. 1, p. 109-112. (inRussian).2.Zverev O.V. «Quantile hedging of European option in complete market without transactioncosts (discreet time)». Conference «Young economics: economic science by eyes of juniorresearches». 2016. Moscow: CEMI RAS. Proceedings of the conference, p. 16-17. (in Russian).3.Zverev O.V. «Construction of the set of successful hedging for European option inincomplete multidimensional market without transaction costs». 2017. Moscow: CEMI RAS.Proceedings of the conference.
p. 32-34. (in Russian).8.
![](https://s.studizba.com/z.php?f=/templates/si/i/noavatar.png&w=100&h=100&t=1"){kind=avatar}
