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Publications in Math-Net.Ru |
Citations |
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2015 |
| 1. |
A. A. Kamenov, “Optimal stopping for absolute maximum of homogeneous diffusion”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2015, no. 5, 7–13 ; Moscow University Mathematics Bulletin, 70:5 (2015), 202–207 |
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2014 |
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A. A. Kamenov, “On the solution of the optimal prediction problem for the maximum of a time-homogeneous diffusion”, Uspekhi Mat. Nauk, 69:3(417) (2014), 177–178 ; Russian Math. Surveys, 69:3 (2014), 569–571 |
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2010 |
| 3. |
A. A. Kamenov, “Башелье-версия “Русского опциона” на конечном интервале”, Teor. Veroyatnost. i Primenen., 55:3 (2010), 614–615 |
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2008 |
| 4. |
A. A. Kamenov, “Bachelier-Version of Russian Option with a Finite Time Horizon”, Teor. Veroyatnost. i Primenen., 53:3 (2008), 576–587 ; Theory Probab. Appl., 53:3 (2009), 548–557 |
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