6 citations · 12 across the 4 of their papers we have counts for
4 papers
Mean-Variance Hedging for Pricing European Options Under Assumption of Non-continuous Trading
Vladimir Nikulin
We consider a portfolio with call option and the corresponding underlying asset under the standard assumption that stock-market price represents a random variable with lognormal di…
Strong Consistency of Prototype Based Clustering in Probabilistic Space
Vladimir Nikulin, Geoffrey J. McLachlan
In this paper we formulate in general terms an approach to prove strong consistency of the Empirical Risk Minimisation inductive principle applied to the prototype or distance base…
On the Exponential Probability Bounds for the Bernoulli Random Variables
Vladimir Nikulin
We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordere…
An Algorithm to Estimate a Nonuniform Convergence Bound in the Central Limit Theorem
Vladimir Nikulin
A nonuniform version of the Berry-Esseen bound has been proved. The most important feature of the new bound is a monotonically decreasing function C(|t|) instead of the universal c…