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Ivanov Roman Valer'evich

Statistics Math-Net.Ru
Total publications: 7
Scientific articles: 7
Cited articles: 3
Citations in Math-Net.Ru: 6
Presentations: 2

Number of views:
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Abstract pages:959
Full texts:230
References:160
Candidate of physico-mathematical sciences
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http://www.ams.org/mathscinet/search/author.html?return=viewitems&mrauthid=783452

Publications in Math-Net.Ru
1. On predicting the maximum of a semimartingale and the optimal moment to sell a stock
R. V. Ivanov
Avtomat. i Telemekh., 2015, no. 7,  69–77
2. On identification of morbidity parameters in heterogeneous model: cases of complete and incomplete information
R. V. Ivanov, A. I. Mikhal'skii, V. K. Ivanov, S. Yu. Chekin, M. A. Maksyutov, V. V. Kashcheev
UBS, 57 (2015),  138–157
3. Optimal Stopping Problem in a Model with Compensated Refusal of Reward
R. V. Ivanov
Mat. Zametki, 89:2 (2011),  241–248
4. On the duality principle of hedging in diffusion models
R. V. Ivanov, A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 56:3 (2011),  417–448
5. On the problem of optimal stopping for the composite Russian option
R. V. Ivanov
Avtomat. i Telemekh., 2010, no. 8,  105–110
6. Calculating the American options in the default model
R. V. Ivanov
Avtomat. i Telemekh., 2007, no. 3,  154–164
7. Discrete approximation of American-type options
R. V. Ivanov
Uspekhi Mat. Nauk, 61:1(367) (2006),  179–180

Presentations in Math-Net.Ru
1. Об оптимальной остановке в условиях статистического эксперимента. Дискретное время, бесконечный горизонт. Часть II
R. V. Ivanov
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
March 29, 2007 18:00
2. Об оптимальной остановке в условиях статистического эксперимента. Дискретное время, бесконечный горизонт
R. V. Ivanov
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
March 15, 2007 18:00

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