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Publications in Math-Net.Ru |
Citations |
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2022 |
| 1. |
V. R. Sobol, R. O. Torishnyy, “Smooth approximation of the quantile function derivatives”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 15:4 (2022), 115–122  |
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2021 |
| 2. |
V. R. Sobol, R. O. Torishnyy, A. M. Pokhvalenskaya, “Application of the smooth approximation of the probability function in some applied stochastic programming problems”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 14:3 (2021), 33–45 |
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2020 |
| 3. |
V. R. Sobol, R. O. Torishnyi, “On smooth approximation of probabilistic criteria in stochastic programming problems”, Tr. SPIIRAN, 19:1 (2020), 180–217 |
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2017 |
| 4. |
Yu. S. Kan, V. R. Sobol', “Asymptotic confidence interval for conditional probability at decision making”, Avtomat. i Telemekh., 2017, no. 10, 130–138  ; Autom. Remote Control, 78:10 (2017), 1837–1844   |
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2015 |
| 5. |
A. I. Kibzun, V. R. Sobol', “The modified sequential hedging strategy: hedger's loss distribution”, Avtomat. i Telemekh., 2015, no. 11, 34–50 ; Autom. Remote Control, 76:11 (2015), 1931–1944 |
| 6. |
A. I. Kibzun, V. R. Sobol', “A two-step problem of hedging a European call option under a random duration of transactions”, Trudy Inst. Mat. i Mekh. UrO RAN, 21:3 (2015), 164–174  ; Proc. Steklov Inst. Math. (Suppl.), 295, suppl. 1 (2016), 78–88 |
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2013 |
| 7. |
A. I. Kibzun, V. R. Sobol', “Modernization of the stop-loss start-gain strategy for hedging an option position”, Trudy Inst. Mat. i Mekh. UrO RAN, 19:2 (2013), 179–192 |
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