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Series 2, 2002, Volume 9, Number 1  


A European option with an arbitrary number of types of risk securities in the discrete time case
N. S. Demin, M. Yu. Shishirin
3
On the parametrization of the optimality principle in a criterion space
V. A. Emelichev, A. V. Pashkevich
21
Properties of optimal single-rank correction of matrices of coefficients of inconsistent nonhomogeneous linear models
V. I. Erokhin
33
Stochastic models for price prediction
A. N. Katulev, An. N. Sotnikov
61
New algorithms for solving linear programming problems with a special structure
M. V. Pudova
78
Дискретный анализ и исследование операций
 
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