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Publications in Math-Net.Ru |
Citations |
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2023 |
| 1. |
S. A. Bulgakov, V. M. Khametov, “Optimal recovery of a square integrable function from its observations with Gaussian errors”, Avtomat. i Telemekh., 2023, no. 2, 122–149  ; Autom. Remote Control, 84:4 (2023), 412–433 |
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2021 |
| 2. |
A. A. Nesterenko, V. M. Khametov, E. A. Shelemekh, “Existence Conditions for Extremal Probability Measures on Polish Spaces and Some of Their Properties”, Mat. Zametki, 109:3 (2021), 470–474   ; Math. Notes, 109:3 (2021), 489–493   |
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2020 |
| 3. |
O. V. Zverev, V. M. Khametov, E. A. Shelemekh, “Optimal stopping time for geometric random walks with power payoff function”, Avtomat. i Telemekh., 2020, no. 7, 34–55 ; Autom. Remote Control, 81:7 (2020), 1192–1210 |
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2019 |
| 4. |
V. M. Khametov, E. A. Shelemekh, “Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon”, Avtomat. i Telemekh., 2019, no. 3, 152–172 |
| 5. |
V. M. Khametov, E. A. Shelemekh, “On the Uniqueness of the Optional Decomposition of Semimartingales”, Mat. Zametki, 105:3 (2019), 476–480 ; Math. Notes, 105:3 (2019), 478–482 |
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2016 |
| 6. |
V. M. Khametov, E. A. Shelemekh, “Extremal measures and hedging in American options”, Avtomat. i Telemekh., 2016, no. 6, 121–144 ; Autom. Remote Control, 77:6 (2016), 1041–1059 |
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2015 |
| 7. |
V. M. Khametov, E. A. Shelemekh, “Superhedging of American options on an incomplete market with discrete time and finite horizon”, Avtomat. i Telemekh., 2015, no. 9, 125–149 ; Autom. Remote Control, 76:9 (2015), 1616–1634 |
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| 8. |
O. V. Zverev, V. M. Khametov, “Quantile hedging of European options in incomplete markets. Path 2. Minimax hedging”, Probl. Upr., 2015, no. 1, 47–52 |
| 9. |
S. A. Bulgakov, V. M. Khametov, “Recovery of square-integrable function from observations with gaussian errors”, UBS, 54 (2015), 45–65 |
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2014 |
| 10. |
O. V. Zverev, V. M. Khametov, “Quantile hedging of European options in incomplete markets. Part I. Superhedging”, Probl. Upr., 2014, no. 6, 31–44 |
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| 11. |
V. M. Khametov, E. A. Shelemekh, E. Yasonov, “Algorithm to solve the optimal stopping problem with finite horizon”, UBS, 52 (2014), 6–22 |
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2013 |
| 12. |
G. A. Vasiliev, V. M. Khametov, E. A. Shelemekh, “Conditions for the Discreteness of Extremal Probability Measures (the Finite-Dimensional Case)”, Mat. Zametki, 94:6 (2013), 944–948  ; Math. Notes, 94:6 (2013), 963–967 |
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2004 |
| 13. |
N. S. Boyarintseva, V. M. Khametov, “A New Martingale Representation Theorem (Discrete Time)”, Mat. Zametki, 75:1 (2004), 40–54 ; Math. Notes, 75:1 (2004), 38–50 |
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2000 |
| 14. |
V. M. Khametov, “Asymptotics of the Solution to the Cauchy Problem for Linear Parabolic Equations of Second Order with Small Diffusion”, Mat. Zametki, 68:6 (2000), 917–934 ; Math. Notes, 68:6 (2000), 775–789 |
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1991 |
| 15. |
A. B. Piunovskiy, V. M. Khametov, “Optimal control by random sequences with constraints”, Mat. Zametki, 49:6 (1991), 143–145 ; Math. Notes, 49:6 (1991), 654–656 |
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1990 |
| 16. |
V. M. Khametov, “Optimal control with delay of jumplike random processes”, Avtomat. i Telemekh., 1990, no. 2, 75–86 ; Autom. Remote Control, 51:2 (1990), 197–207 |
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1987 |
| 17. |
V. M. Khametov, “On the existence and uniqueness of the solution of an equation of the nonlinear filtering of jump-like processes”, Izv. Vyssh. Uchebn. Zaved. Mat., 1987, no. 2, 78–82 ; Soviet Math. (Iz. VUZ), 31:2 (1987), 123–128 |
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1986 |
| 18. |
V. M. Khametov, “Filtering, interpolation and extrapolation of Markov chains with a continuous parameter”, Avtomat. i Telemekh., 1986, no. 8, 34–46 ; Autom. Remote Control, 47:8 (1986), 1047–1058 |
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1983 |
| 19. |
V. M. Khametov, A. I. Yashin, “On Efficient Solution of the Interpolation Problem on the Basis of Observations of Jump Processes”, Probl. Peredachi Inf., 19:2 (1983), 38–51 ; Problems Inform. Transmission, 19:2 (1983), 119–130 |
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1979 |
| 20. |
N. K. Kul'man, V. M. Khametov, “Equations for nonlinear filtering of semimartingales”, Izv. Vyssh. Uchebn. Zaved. Mat., 1979, no. 11, 80–84 ; Soviet Math. (Iz. VUZ), 23:11 (1979), 84–88 |
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1978 |
| 21. |
N. K. Kul'man, V. M. Khametov, “Optimum Filtering for the Case of Indirect Observation of a Diffusion Process with a Delayed Argument”, Probl. Peredachi Inf., 14:3 (1978), 55–64 ; Problems Inform. Transmission, 14:3 (1978), 197–204 |
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