Superhedging of American options on an incomplete market with discrete time and finite horizon. - Vladimir M. Khametov; Elena A. Shelemekh (Autom. Remote. Control., 2015)

Extremal measures and hedging in American options. - Vladimir M. Khametov; Elena A. Shelemekh (Autom. Remote. Control., 2016)

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)

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; et al. (Autom. Remote. Control., 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)

Optimal Recovery of a Square Integrable Function from Its Observations with Gaussian Errors. - S. A. Bulgakov; Vladimir M. Khametov (Autom. Remote. Control., 2023)