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Publications in Math-Net.Ru |
Citations |
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2025 |
| 1. |
Oleg V. Zverev, Elena A. Shelemekh, “European option super-hedging as an antagonistic game”, Mat. Teor. Igr Pril., 17:3 (2025), 31–70  |
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2021 |
| 2. |
A. A. Nesterenko, V. M. Khametov, E. A. Shelemekh, “Existence Conditions for Extremal Probability Measures on Polish Spaces and Some of Their Properties”, Mat. Zametki, 109:3 (2021), 470–474   ; Math. Notes, 109:3 (2021), 489–493   |
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2020 |
| 3. |
O. V. Zverev, V. M. Khametov, E. A. Shelemekh, “Optimal stopping time for geometric random walks with power payoff function”, Avtomat. i Telemekh., 2020, no. 7, 34–55 ; Autom. Remote Control, 81:7 (2020), 1192–1210 |
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2019 |
| 4. |
V. M. Khametov, E. A. Shelemekh, “Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon”, Avtomat. i Telemekh., 2019, no. 3, 152–172 |
| 5. |
V. M. Khametov, E. A. Shelemekh, “On the Uniqueness of the Optional Decomposition of Semimartingales”, Mat. Zametki, 105:3 (2019), 476–480 ; Math. Notes, 105:3 (2019), 478–482 |
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2016 |
| 6. |
V. M. Khametov, E. A. Shelemekh, “Extremal measures and hedging in American options”, Avtomat. i Telemekh., 2016, no. 6, 121–144 ; Autom. Remote Control, 77:6 (2016), 1041–1059 |
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2015 |
| 7. |
V. M. Khametov, E. A. Shelemekh, “Superhedging of American options on an incomplete market with discrete time and finite horizon”, Avtomat. i Telemekh., 2015, no. 9, 125–149 ; Autom. Remote Control, 76:9 (2015), 1616–1634 |
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2014 |
| 8. |
V. M. Khametov, E. A. Shelemekh, E. Yasonov, “Algorithm to solve the optimal stopping problem with finite horizon”, UBS, 52 (2014), 6–22 |
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2013 |
| 9. |
G. A. Vasiliev, V. M. Khametov, E. A. Shelemekh, “Conditions for the Discreteness of Extremal Probability Measures (the Finite-Dimensional Case)”, Mat. Zametki, 94:6 (2013), 944–948  ; Math. Notes, 94:6 (2013), 963–967 |
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