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On comparison theorem and its applications to finance, Optimality and Risk: Modern Trends in Mathematical Finance, Ed’s F.Delbaen et al, Springer-Verlag, 2009, 171-181(with V. Krasin).
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Efficient hedging and pricing of equity-linked life insurance contracts on several assets, International Journal of theoretical and applied finance, 2008, Vol.11, No. 3, 1-29 (with Yu. Romaniuk).
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On financial markets based on telegraph processes, Stochastics: An international J. of probability and stochastic processes, 2008, Vol. 80, No.2, 247-268 (with N. Ratanov).
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Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts, Insurance: Mathematics and Economics, 2006, Vol. 39, No. 3, 310-329 (with Yu. Romaniuk).
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Quantile hedging and its applications to life insurance, Statistics and Decisions, 2005, Vol. 23, 601-615 (with V. Skornyakova).
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Efficient hedging and pricing of life insurance policies in a jump-diffusion model, Stochastic Analysis and Applications, 2005, Vol. 23, 1213-1233 (with M. Kirch).
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On option pricing in binomial market with transaction costs, Finance and Stochastics, 2005, Vol. 9, No. 1, 141-149 (with Yu. Petrachenko).
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On the unity of quantitative methods of pricing in finance and insurance, Proceedings of the Steklov Math. Institute, 2002, Vol. 237, 57-79.
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Quantile hedging for a jump-diffusion financial market model, Trends in Mathematics, Birkhauser Verlag, Basel/Switzerland, 2001, 215-229 (with R.Krutchenko).
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On the mean-variance hedging problem, Theory Probab. Appl., 1998, Vol. 43, 4, 588-603 (with M.Nechaev).
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Stochastic differential equations: singularity of coefficients, regression models and stochastic approximation, Russian Math. Surveys, 1996, Vol. 51, 5, 43-136.
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Criteria for the absence of arbitrage in the financial market, Frontiers in Pure and Applied Probab.II, Editors: A.Shiryaev et al, TVP Sci. Publishers, Moscow, 1996, 121-134 (with A.Shiryaev).