Steblovskaya V R

Publications in Math-Net.Ru

1. An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market
   
   Diskr. Mat., 19:3 (2007),  140–159
2. On a two-dimensional binary model of a financial market and its generalization
   
   Diskr. Mat., 18:2 (2006),  3–28
3. Financial Market with Interacting Assets. Pricing Barrier Options
   
   Trudy Mat. Inst. Steklova, 237 (2002),  173–184