Zverev Oleg Vladimirovich

Publications in Math-Net.Ru

1. European option super-hedging as an antagonistic game
   
   Mat. Teor. Igr Pril., 17:3 (2025),  31–70
2. Optimal stopping time for geometric random walks with power payoff function
   
   Avtomat. i Telemekh., 2020, no. 7,  34–55
3. Quantile hedging of European options in incomplete markets. Path 2. Minimax hedging
   
   Probl. Upr., 2015, no. 1,  47–52
4. Quantile hedging of European options in incomplete markets. Part I. Superhedging
   
   Probl. Upr., 2014, no. 6,  31–44