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A First-Order BSPDE for Swing...
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Theory
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Dokuchaev, Nikolai
15
Dokučaev, Nikolaj G.
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7
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4
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Dual pricing of multi-exercise options under volume constraints
Bender, Christian
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10008824146
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2
Optimality of myopic strategies for multi-stock discrete time market with management costs
Dokučaev, Nikolaj G.
- In:
European journal of operational research : EJOR
200
(
2009/10
)
2
,
pp. 551-556
Persistent link: https://www.econbiz.de/10003897230
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3
Mean-reverting market model : speculative opportunities and non-arbitrage
Dokučaev, Nikolaj G.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 319-337
Persistent link: https://www.econbiz.de/10003543044
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4
Modelling possibility of short-term forecasting of market parameters for portfolio selection
Dokučaev, Nikolaj G.
- In:
Annals of economics and finance
16
(
2015
)
1
,
pp. 143-161
Persistent link: https://www.econbiz.de/10011317771
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5
Mutual Fund Theorem for continuous time markets with random coefficients
Dokučaev, Nikolaj G.
- In:
Theory and decision : an international journal for …
76
(
2014
)
2
,
pp. 179-199
Persistent link: https://www.econbiz.de/10010345260
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6
Optimal gradual liquidation of equity from a risky asset
Dokučaev, Nikolaj G.
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1305-1308
Persistent link: https://www.econbiz.de/10008938305
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7
Speculative opportunities for currency exchange under soft peg
Dokučaev, Nikolaj G.
- In:
Applied financial economics letters
2
(
2006
)
6
,
pp. 371-374
Persistent link: https://www.econbiz.de/10003397270
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8
Dynamic portfolio strategies : quantitative methods and empirical rules for incomplete information
Dokučaev, Nikolaj G.
-
2002
Persistent link: https://www.econbiz.de/10001663981
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9
A gap between rational annuitization price for producer and price for customer
Dokučaev, Nikolaj G.
- In:
Journal of revenue and pricing management
18
(
2019
)
2
,
pp. 147-154
Persistent link: https://www.econbiz.de/10012056721
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10
On statistical indistinguishability of complete and incomplete discrete time market models
Dokučaev, Nikolaj G.
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 461-475
Persistent link: https://www.econbiz.de/10014443751
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