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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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2020 |
| 2. |
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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2015 |
| 3. |
O. V. Zverev, V. M. Khametov, “Quantile hedging of European options in incomplete markets. Path 2. Minimax hedging”, Probl. Upr., 2015, no. 1, 47–52 |
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2014 |
| 4. |
O. V. Zverev, V. M. Khametov, “Quantile hedging of European options in incomplete markets. Part I. Superhedging”, Probl. Upr., 2014, no. 6, 31–44 |
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