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ORCIDVladimir M. Khametov
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Journal Articles
- 2023
[j6]S. A. Bulgakov, Vladimir M. Khametov:
Optimal Recovery of a Square Integrable Function from Its Observations with Gaussian Errors. Autom. Remote. Control. 84(4): 369-388 (2023)- 2020
- [j5]Oleg V. Zverev, Vladimir M. Khametov, Elena A. Shelemekh:
Optimal Stopping Time for Geometric Random Walks with Power Payoff Function. Autom. Remote. Control. 81(7): 1192-1210 (2020) - [j4]K. G. Garaev, A. S. Arkhipov, Konstantin V. Semenikhin, Oleg V. Zverev, Vladimir M. Khametov, Elena A. Shelemekh, P. Sh. Geidarov, Julia P. Emelianova
, Aleksey I. Peschansky, Gennady I. Algazin, Daria G. Algazina, Abdykappar A. Ashimov, Yuriy V. Borovskiy, Mukhit Onalbekov, Alexey S. Shvedov, Yuri S. Popkov, Alexey Yu. Popkov, Yu. A. Dubnov, Fuad T. Aleskerov, D. N. Tverskoi, Vladimir N. Burkov, Anver K. Enaleev, Vladimir I. Strogonov, Denis N. Fedyanin, S. V. Ratner, Yuliya V. Chirkova:
Erratum to: The following articles were tagged as Open Access articles incorrectly, all of these articles are regular articles. Autom. Remote. Control. 81(12): 2277-2280 (2020) - 2019
- [j3]Vladimir M. Khametov, Elena A. Shelemekh:
Upper and Lower Bounds of Optimal Stopping for a Random Sequence: The Case of Finite Horizon. Autom. Remote. Control. 80(3): 513-530 (2019) - 2016
- [j2]Vladimir M. Khametov, Elena A. Shelemekh:
Extremal measures and hedging in American options. Autom. Remote. Control. 77(6): 1041-1059 (2016) - 2015
- [j1]Vladimir M. Khametov, Elena A. Shelemekh:
Superhedging of American options on an incomplete market with discrete time and finite horizon. Autom. Remote. Control. 76(9): 1616-1634 (2015)
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