01.01.01 (Real analysis, complex analysis, and functional analysis)
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Keywords:
the weight spaces of analytic functions, generating, entire functions;
financial market,
martingale measure,
infinite number of buyers-up of stocks,
weakened noncoincidence barycenter condition,
completeness,
self-financing portfolio,
capital of portfolio,
contingent claim,
interpolating filtration.
Subject:
Interpolation properties of martingale measures
Main publications:
V. V. Shamraeva, “$L^2$-method in the task of generating weight spaces without ring structure”, The dissertation on competition of a scientific degree of candidate of physico-mathematical Sciences, 2005, 108
I. V. Pavlov, I. V. Tsvetkova, V. V. Shamraeva, “Nekotorie resultati o martingalnih merah odnoshagovih modelej finansovih rinkov, svjazannie s usloviem nesovpadenija barizentrov [Some results on martingale measures of one-step models of financial markets associated with the noncoincidence barycenter condition]”, Nauchno-tehnicheskij zhurnal «Vestnik RGUPS»; [Scientific and Technical Journal «Vestnik RGUPS»;], 2012, № 3, 177–181
I. V. Pavlov, V. V. Shamraeva, “New results on the existence of interpolating and weakly interpolating martingale measures”, Uspekhi Mat. Nauk, 72:4(436) (2017), 193–194; Russian Math. Surveys, 72:4 (2017), 767–769
V. V. Shamraeva, “A new method to transform systems of inequalities to find the interpolation of martingale measures”, Meždunar. nauč.-issled. žurn., 2016, no. 12-5(54), 30–41
I. V. Pavlov, V. V. Shamraeva, I. V. Tsvetkova, “On the existence of martingale measures satisfying the weaken condition of noncoincidence of barycenters in case of
countable probability space”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 173–181; Theory Probab. Appl., 61:1 (2017), 167–175
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