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Publications in Math-Net.Ru |
Citations |
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1999 |
| 1. |
M. L. Nechaev, “On the mean-variance hedging in the Ho–Lee diffusion model”, Teor. Veroyatnost. i Primenen., 44:1 (1999), 115–119    ; Theory Probab. Appl., 44:1 (2000), 102–106  |
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1998 |
| 2. |
A. V. Melnikov, M. L. Nechaev, “On the mean-variance hedging problem”, Teor. Veroyatnost. i Primenen., 43:4 (1998), 672–691 ; Theory Probab. Appl., 43:4 (1999), 588–603 |
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1997 |
| 3. |
M. L. Nechaev, “The structure of optimal investment strategy on the futures market”, Uspekhi Mat. Nauk, 52:2(314) (1997), 179–180 ; Russian Math. Surveys, 52:2 (1997), 416–417  |
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1999 |
| 4. |
M. L. Nechaev, “II Nordic-Russian Symposium on Probability Theory and Its Applications”, Teor. Veroyatnost. i Primenen., 44:4 (1999), 896 ; Theory Probab. Appl., 44:4 (2000), 806–807 |
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