Vladimir M. Khametov

According to our database, Vladimir M. Khametov authored at least 6 papers between 2015 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Optimal Recovery of a Square Integrable Function from Its Observations with Gaussian Errors.

S. A. Bulgakov, Vladimir M. Khametov

Autom. Remote. Control., April, 2023

2020

Optimal Stopping Time for Geometric Random Walks with Power Payoff Function.

Oleg V. Zverev, Vladimir M. Khametov, Elena A. Shelemekh

Autom. Remote. Control., 2020

Erratum to: The following articles were tagged as Open Access articles incorrectly, all of these articles are regular articles.

K. G. Garaev, A. S. Arkhipov, Konstantin V. Semenikhin, Oleg V. Zverev, Vladimir M. Khametov, Elena A. Shelemekh, P. Sh. Geidarov, Julia P. Emelianova, Aleksey I. Peschansky, Gennady I. Algazin, Daria G. Algazina, Abdykappar A. Ashimov, Yuriy V. Borovskiy, Mukhit Onalbekov, Alexey S. Shvedov, Yuri S. Popkov, Alexey Yu. Popkov, Yu. A. Dubnov, Fuad T. Aleskerov, D. N. Tverskoi, Vladimir N. Burkov, Anver K. Enaleev, Vladimir I. Strogonov, Denis N. Fedyanin, S. V. Ratner, Yuliya V. Chirkova

Autom. Remote. Control., 2020

2019

Upper and Lower Bounds of Optimal Stopping for a Random Sequence: The Case of Finite Horizon.

Vladimir M. Khametov, Elena A. Shelemekh

Autom. Remote. Control., 2019

2016

Extremal measures and hedging in American options.

Vladimir M. Khametov, Elena A. Shelemekh

Autom. Remote. Control., 2016

2015

Superhedging of American options on an incomplete market with discrete time and finite horizon.

Vladimir M. Khametov, Elena A. Shelemekh

Autom. Remote. Control., 2015