5 citations · 10 across the 7 of their papers we have counts for
7 papers
Kalman Filter in the Problem of the Exchange and the Inflation Rates Adequacy To Determining Factors
N. S. Gonchar, W. H. Kozyrski, A. S. Zhokhin +1
Using introduced concept of the exchange and inflation rates adequacy, the relevance of them to the determining factors is found. We established close positive relation between hry…
Derivatives Pricing in Non-Arbitrage Market
N. S. Gonchar
The general method is proposed for constructing a family of martingale measures for a wide class of evolution of risky assets. The sufficient conditions are formulated for the evol…
Description of Incomplete Financial Markets for the Discrete Time Evolution of Risk Assets
N. S. Gonchar
In the paper, the martingales and super-martingales relative to a regular set of measures are systematically studied. The notion of local regular super-martingale relative to a set…
Martingales and Super-martingales Relative to a Convex Set of Equivalent Measures
Nicholas S. Gonchar
In the paper, the martingales and super-martingales relative to a convex set of equivalent measures are systematically studied. The notion of local regular super-martingale relativ…
Generalization of Doob Decomposition Theorem and Risk Assessment in Incomplete Markets
N. S. Gonchar
In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it the necessary and sufficient conditions of…
General Equilibrium and Recession Phenomenon
Nicholas S. Gonchar, Wolodymyr H. Kozyrski, Anatol S. Zhokhin
The theorems we proved describe the structure of economic equilibrium in the exchange economy model. We have studied the structure of property vectors under given structure of dema…