ÝÉÔÉÒÄÁÉÓ ÉÍÃÄØÓÉ (1994-2003 ßËÄÁÉ)

ÖÝáÏÖÒ ÓÀÌÄÝÍÉÄÒÏ ÂÀÌÏÝÄÌÄÁÛÉ ÝÉÔÉÒÄÁÀÈÀ ÒÀÏÃÄÍÏÁÀ (1994-2003 ßËÄÁÉ) - 4

ÓÀØÀÒÈÅÄËÏÓ ÓÀÌÄÝÍÉÄÒÏ ÂÀÌÏÝÄÌÄÁÛÉ ÝÉÔÉÒÄÁÀÈÀ ÒÀÏÃÄÍÏÁÀ (1994-2003 ßËÄÁÉ) - 2

ãÀÌÖÒÉ ÉÍÃÄØÓÉ - 6

ÝÉÔÉÒÄÁÀÈÀ ÍÖÓáÀ (1994-2003 ßËÄÁÉ)

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4. S. Gugushvili, Dynamic programming and mean-variance hedging in discrete time. Georgian Math. J. 10 (2003), No. 2, 237-246.

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6. F. E. Benth and K. H. Karlsen, A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets. www.mathuio.no/~fredb/minimal-entropy.ps.

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