S. N. Smirnov

Publication Activity (10 Years)

Years Active: 2021-2022
Publications (10 Years): 5

Top Topics

Finite State Automaton

Financial Markets

Preference Criteria

Top Venues

Autom. Remote. Control.

Publications

S. N. Smirnov
Guaranteed Deterministic Approach to Superhedging: Most Unfavorable Scenarios of Market Behavior and the Moment Problem. Autom. Remote. Control. 83 (11) (2022)
S. N. Smirnov
Guaranteed Deterministic Approach to Superhedging: Mixed Strategies and Game Equilibrium. Autom. Remote. Control. 83 (12) (2022)
S. N. Smirnov
A Guaranteed Deterministic Approach to Superhedging: No Arbitrage Properties of the Market. Autom. Remote. Control. 82 (1) (2021)
S. N. Smirnov
A Guaranteed Deterministic Approach to Superhedging: Financial Market Model, Trading Constraints, and the Bellman-Isaacs Equations. Autom. Remote. Control. 82 (4) (2021)
S. N. Smirnov
Guaranteed Deterministic Approach to Superhedging: the Semicontinuity and Continuity Properties of Solutions of the Bellman-Isaacs Equations. Autom. Remote. Control. 82 (11) (2021)