4. Mathematics
  5. Optimization and Control

Nikolai Dokuchaev

Mathematics – Optimization and Control

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A frequency criterion for the existence of an optimal control for Ito equations

Mathematics – Optimization and Control
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A new property of absorbed diffusions

Mathematics – Probability
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A paradox of diffusion market model related with existence of winning combinations of options

Mathematics – Probability
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Backward parabolic Ito equations and second fundamental inequality

Mathematics – Probability
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Controlled options: derivatives with added flexibility

Economy – Quantitative Finance – Pricing of Securities
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