Shelemekh Elena A

Publications in Math-Net.Ru

1. European option super-hedging as an antagonistic game
   
   Mat. Teor. Igr Pril., 17:3 (2025),  31–70
2. Existence Conditions for Extremal Probability Measures on Polish Spaces and Some of Their Properties
   
   Mat. Zametki, 109:3 (2021),  470–474
3. Optimal stopping time for geometric random walks with power payoff function
   
   Avtomat. i Telemekh., 2020, no. 7,  34–55
4. Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon
   
   Avtomat. i Telemekh., 2019, no. 3,  152–172
5. On the Uniqueness of the Optional Decomposition of Semimartingales
   
   Mat. Zametki, 105:3 (2019),  476–480
6. Extremal measures and hedging in American options
   
   Avtomat. i Telemekh., 2016, no. 6,  121–144
7. Superhedging of American options on an incomplete market with discrete time and finite horizon
   
   Avtomat. i Telemekh., 2015, no. 9,  125–149
8. Algorithm to solve the optimal stopping problem with finite horizon
   
   UBS, 52 (2014),  6–22
9. Conditions for the Discreteness of Extremal Probability Measures (the Finite-Dimensional Case)
   
   Mat. Zametki, 94:6 (2013),  944–948