72 citations to https://www.mathnet.ru/rus/sm2679
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Kardaras C., “Market Viability via Absence of Arbitrage of the First Kind”, Financ. Stoch., 16:4 (2012), 651–667
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Lars Peter Hansen, Thomas J. Sargent, Gauhar Turmuhambetova, Noah Williams, “Robust control and model misspecification”, Journal of Economic Theory, 128:1 (2006), 45
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Alexander Cherny, Mikhail Urusov, From Stochastic Calculus to Mathematical Finance, 2006, 125
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Probability and its Applications, Point Process Theory and Applications, 2006, 103
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T. Toronjadze, “Stochastic Equations in the Problems of Semimartingale Parameter Estimation”, Journal of Mathematical Sciences, 121:6 (2004), 2709
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Kacha Dzhaparidze, Peter Spreij, Esko Valkeila, “Information processes for semimartingale experiments”, Ann. Probab., 31:1 (2003)
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А. А. Гущин, Э. Мордецки, “Границы цен опционов для семимартингальных моделей рынка”, Стохастическая финансовая математика, Сборник статей, Труды МИАН, 237, Наука, МАИК «Наука/Интерпериодика», М., 2002, 80–122
; A. A. Gushchin, É. Mordecki, “Bounds on Option Prices for Semimartingale Market Models”, Proc. Steklov Inst. Math., 237 (2002), 73–113 -
Galtchouk L., “Optimality of the Wald Sprt for Processes with Continuous Time Parameter”, Moda6 Advances in Model-Oriented Design and Analysis, Contributions to Statistics, ed. Atkinson A. Hackl P. Muller W., Physica-Verlag Gmbh & Co, 2001, 97–110
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Robert S. Liptser, Albert N. Shiryaev, Statistics of Random Processes, 2001, 251
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Robert S. Liptser, Albert N. Shiryaev, Stochastic Modelling and Applied Probability, 6, Statistics of Random Processes, 2001, 309