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Publications in Math-Net.Ru |
Citations |
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2011 |
| 1. |
N. S. Dyomin, U. V. Andreeva, “Exotic call options with limited payments and guaranteed income in Black–Scholes model”, Probl. Upr., 2011, no. 1, 33–39  |
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2010 |
| 2. |
U. V. Andreeva, N. S. Demin, A. V. Erlykova, E. A. Pan'shina, “Exotic European options with restrictions on the payoffs”, Avtomat. i Telemekh., 2010, no. 9, 136–151   ; Autom. Remote Control, 71:9 (2010), 1864–1878   |
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2009 |
| 3. |
N. S. Dyomin, A. V. Erlykova, E. A. Panshina, “Research of one type of exotics options with flight and onflow of capital in binomial model of financial $(B,S)$-market”, Diskretn. Anal. Issled. Oper., 16:6 (2009), 23–42 |
| 4. |
N. S. Demin, E. V. Kuleshova, “Control of one-sector economy under restrictions on saving and consumption”, Probl. Upr., 2009, no. 6, 9–17  |
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| 5. |
N. S. Demin, E. V. Kuleshova, “Óïðàâëåíèå îäíîñåêòîðíîé ýêîíîìèêîé íà êîíå÷íîì èíòåðâàëå âðåìåíè ïî êðèòåðèþ ìàêñèìèçàöèè íàëîãîâûõ îò÷èñëåíèé”, Sib. Zh. Ind. Mat., 12:1 (2009), 74–88 |
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2008 |
| 6. |
N. S. Demin, E. V. Kuleshova, “Control of single-sector economy over a finite time interval with allowance for employer consumption”, Avtomat. i Telemekh., 2008, no. 9, 140–155 ; Autom. Remote Control, 69:9 (2008), 1576–1590 |
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2002 |
| 7. |
N. S. Demin, M. Yu. Shishirin, “A European option with an arbitrary number of types of risk securities in the discrete time case”, Diskretn. Anal. Issled. Oper., Ser. 2, 9:1 (2002), 3–20 |
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1995 |
| 8. |
O. L. Abakumova, N. S. Demin, T. V. Sushko, “Filtration of stochastic processes for continuous and discrete observations with memory. II. Synthesis of filters”, Avtomat. i Telemekh., 1995, no. 10, 36–49 ; Autom. Remote Control, 56:10 (1995), 1383–1393 |
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| 9. |
O. L. Abakumova, N. S. Demin, T. V. Sushko, “Filtration of stochastic processes for continuous and discrete observations with memory. I. Basic nonlinear filtration equation”, Avtomat. i Telemekh., 1995, no. 9, 49–59 ; Autom. Remote Control, 56:9 (1995), 1241–1249 |
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| 10. |
O. L. Abakumova, N. S. Demin, T. V. Sushko, “Filtration of Time-Continuous Stochastic Signals by Discrete Observations With Memory”, Probl. Peredachi Inf., 31:1 (1995), 68–83 ; Problems Inform. Transmission, 31:1 (1995), 57–71 |
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1992 |
| 11. |
N. S. Demin, “Extrapolation of random processes in continuous-discrete observation channels with memory”, Avtomat. i Telemekh., 1992, no. 4, 64–72 ; Autom. Remote Control, 53:4 (1992), 527–534 |
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1987 |
| 12. |
N. S. Demin, “Filtering random processes in continuous-discrete observation channels incorporating memory”, Avtomat. i Telemekh., 1987, no. 3, 59–69 |
| 13. |
N. S. Demin, V. I. Korotkevich, “On Equations for Shannon Information in Transmission of Markov Diffusion Signals Through Channels with Memory”, Probl. Peredachi Inf., 23:1 (1987), 16–27 ; Problems Inform. Transmission, 23:1 (1987), 11–21 |
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1983 |
| 14. |
N. S. Demin, V. I. Korotkevich, “On the amount of data in problems of markov process component filtering”, Avtomat. i Telemekh., 1983, no. 7, 87–96 ; Autom. Remote Control, 44:7 (1983), 899–907 |
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1981 |
| 15. |
N. S. Demin, “Continuous discrete sliding extrapolation of markov processes”, Avtomat. i Telemekh., 1981, no. 7, 74–83 ; Autom. Remote Control, 42:7 (1981), 909–917 |
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1978 |
| 16. |
N. S. Demin, “Optimal classification of continuous Markov process components from a set of continuous and discrete-time observations”, Avtomat. i Telemekh., 1978, no. 1, 44–52 ; Autom. Remote Control, 39:1 (1978), 32–39 |
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1977 |
| 17. |
N. S. Demin, “Interpolation of the state of a stochastic system with random parameters with continuous and discrete observations”, Avtomat. i Telemekh., 1977, no. 7, 28–38 ; Autom. Remote Control, 38:7 (1977), 970–978 |
| 18. |
N. S. Demin, “Optimal Recognition of Jump-Like Components of Markov Signals”, Probl. Peredachi Inf., 13:2 (1977), 45–54 ; Problems Inform. Transmission, 13:2 (1977), 114–121 |
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1976 |
| 19. |
N. S. Demin, “Optimal estimation of the state and optimal classification of stochastic systems with random stepwise processes in the measurement channel”, Avtomat. i Telemekh., 1976, no. 8, 25–33 ; Autom. Remote Control, 37:8 (1976), 1158–1166 |
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