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One of the most relevant methods of risk reduction today - the method of quantile hedging is considered. The quan-tile hedging problem for an incomplete market in the case of discrete time is formulated and solved. The solution to this problem is det
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2b05666b9c6ed253c73f7a30bd2f1ed9
Autor:
Danilova , Natalia V.
The forecast problem and its general solution scheme in the terminology of the Hilbert space are considered in the paper. The linear prediction problem is posed as the design problem on the subspace of a Hilbert space. As an example, the CoxRoss-Rubi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3040693ac235396c263eba98660e165d
The object of the research is the model of the (B,S)-market. The interest rate in this model is presented in the form of stochastic differential equation of diffusion type. The purpose of this article is finding of the fair price for this model. Calc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::95a529be97040148396e3612bd47fcc3
Autor:
Kovaleva, Olga V., Samoilova, Daria V., Shitova, Maria S., Oleinikova, Nina A., Danilova, Natalia V., Malkov, Pavel G., Gratchev, Alexei
Publikováno v:
Monoclonal Antibodies in Immunodiagnosis & Immunotherapy; Feb2017, Vol. 36 Issue 1, p30-34, 5p
Autor:
Danilova, Natalia V., Kalzhanov, Zhomart R., Nefedova, Nina A., Mal'kov, Pavel G., Kosmas, Ioannis P., Eliseeva, Marina Y., Mynbaev, Ospan A., Qing Yuan, Jing Han, Wenshu Cong, Ying Ge, Dandan Ma, Zhaoxia Dai, Yaping Lix, Yaping Li, Xiaolin Bi
Publikováno v:
International Journal of Nanomedicine; 2015, Vol. 10, p2417-2421, 5p
Autor:
Danilov SM; Department of Medicine, Division of Pulmonary, Critical Care, Sleep and Allergy, University of Illinois at Chicago, IL, Chicago, USA.; Department of Medicine, University of Arizona, Tucson, AZ, USA.; Medical Research and Educational Center, Lomonosov Moscow State University, Moscow, Russia., Kadrev AV; Medical Research and Educational Center, Lomonosov Moscow State University, Moscow, Russia., Kurilova OV; Medical Research and Educational Center, Lomonosov Moscow State University, Moscow, Russia., Tikhomirova VE; Department of Chemistry, Lomonosov Moscow State University, Moscow, Russia., Kryukova OV; Department of Chemistry, Lomonosov Moscow State University, Moscow, Russia., Mamedov VN; Faculty of Fundamental Medicine, Lomonosov Moscow State University, Moscow, Russia., Kamalov DM; Medical Research and Educational Center, Lomonosov Moscow State University, Moscow, Russia., Danilova NV; Medical Research and Educational Center, Lomonosov Moscow State University, Moscow, Russia., Okhobotov DA; Medical Research and Educational Center, Lomonosov Moscow State University, Moscow, Russia.; Faculty of Fundamental Medicine, Lomonosov Moscow State University, Moscow, Russia., Gayfullin NM; Medical Research and Educational Center, Lomonosov Moscow State University, Moscow, Russia.; Faculty of Fundamental Medicine, Lomonosov Moscow State University, Moscow, Russia., Evdokimov VV; Lopatkin Research Institute of Urology and Interventional Radiology, Moscow, Russia., Alekseev BJ; Lopatkin Research Institute of Urology and Interventional Radiology, Moscow, Russia., Kost OA; Department of Chemistry, Lomonosov Moscow State University, Moscow, Russia., Samokhodskaya LM; Medical Research and Educational Center, Lomonosov Moscow State University, Moscow, Russia., Kamalov AA; Medical Research and Educational Center, Lomonosov Moscow State University, Moscow, Russia.; Faculty of Fundamental Medicine, Lomonosov Moscow State University, Moscow, Russia.
Publikováno v:
Oncotarget [Oncotarget] 2019 Oct 29; Vol. 10 (59), pp. 6349-6361. Date of Electronic Publication: 2019 Oct 29 (Print Publication: 2019).