Kambarbaeva Gaukhar Sabikanovna

Publications in Math-Net.Ru

1. Efficient portfolio dependent on Cox–Ingersoll–Ross interest rate
   
   Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2013, no. 1,  3–10
2. Composition of an efficient portfolio in the Bielecki and Pliska market model
   
   Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2011, no. 5,  14–20
3. Some explicit formulas for calculation of conditional mathematical expectations of random variables and their applications
   
   Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2010, no. 5,  10–15