Shataev Oleg Vital'evich

Publications in Math-Net.Ru

1. Minimization with respect to entropy in the problem of finding a martingale measure
   
   Uspekhi Mat. Nauk, 55:5(335) (2000),  183–184
2. On a fair price of an option of European type
   
   Uspekhi Mat. Nauk, 53:6(324) (1998),  269–270