Shevchenko Georgii M

Publications in Math-Net.Ru

1. Secretary problem with vanishing objects
   
   Mat. Teor. Igr Pril., 12:2 (2020),  63–81
2. On the rate of convergence of barrier option prices in binomial market to those in continuous time market
   
   Theory Stoch. Process., 14(30):4 (2008),  165–173
3. On differentiability of solution to stochastic differential equation with fractional brownian motion
   
   Theory Stoch. Process., 13(29):2 (2007),  243–250
4. Approximation schemes for stochastic differential equations in Hilbert space
   
   Teor. Veroyatnost. i Primenen., 51:3 (2006),  476–495