Soloviev Alexey Igorevich

Publications in Math-Net.Ru

1. Minimax estimation of value-at-risk under hedging of an American contingent claim in a discrete financial market
   
   Contributions to Game Theory and Management, 9 (2016),  276–286
2. Decomposition of consumption-investment problems in discrete markets
   
   UBS, 53 (2015),  45–57