|
|
|
Publications in Math-Net.Ru |
Citations |
|
2007 |
| 1. |
N. Josephy, L. Kimball, V. R. Steblovskaya, A. V. Nagaev, M. Pasnievskii, “An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market”, Diskr. Mat., 19:3 (2007), 140–159    ; Discrete Math. Appl., 17:2 (2007), 189–207  |
4
|
|
2006 |
| 2. |
A. V. Nagaev, V. R. Steblovskaya, “On a two-dimensional binary model of a financial market and its generalization”, Diskr. Mat., 18:2 (2006), 3–28  ; Discrete Math. Appl., 16:2 (2006), 109–134 |
1
|
|
2002 |
| 3. |
S. A. Albeverio, V. R. Steblovskaya, “Financial Market with Interacting Assets. Pricing Barrier Options”, Trudy Mat. Inst. Steklova, 237 (2002), 173–184 ; Proc. Steklov Inst. Math., 237 (2002), 164–175 |
2
|
|
| Organisations |
|
|
