Institution
Central Economics and Mathematics Institute
Facility•Moscow, Russia•
About: Central Economics and Mathematics Institute is a facility organization based out in Moscow, Russia. It is known for research contribution in the topics: Population & Foreign-exchange reserves. The organization has 297 authors who have published 580 publications receiving 6449 citations. The organization is also known as: Federal State Institution of Science Central Economics and Mathematics Institute of the Russian Academy of Sciences.
Papers published on a yearly basis
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TL;DR: In this paper, the invariance principle without the classical condition of asymptotic negligibility of individual terms was considered and necessary and sufficient conditions for convergence of P n − Q n to zero measure.
13 citations
13 citations
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TL;DR: In this paper, the authors investigated the term structure for the case when interest rates are allowed to be driven by a general marked point process as well as by a Wiener process, and developed a theory which allows for measure-valued trading portfolios.
Abstract: We investigate the term structure for the case when interest rates are allowed to be driven by a general marked point process as well as by a Wiener process. Developing a theory which allows for measure-valued trading portfolios we study existence and uniqueness of a martingale measure, as well as completeness of the bond market. We also give sufficient conditions for the existence of an affine term structure. Developing the appropriate forward measures we give formulas for interest rate derivatives.
13 citations
TL;DR: In this paper, the necessary and sufficient condition of convergence to a normal law of sums of independent variables in a nonclassical situation was presented, i.e., absence of limiting negligibility of variables.
Abstract: A new version is presented of the necessary and sufficient condition of convergence, to a normal law, of sums of independent variables in a nonclassical situation (i.e., absence of limiting negligibility of variables). The obtained condition differs from previously obtained conditions by the fact that it does not use Levy's metric and that is is closer to classical formulations. A similar condition is sufficient for the closeness of two convolutions when the number of components of the convolutions increases without bounds.
13 citations
TL;DR: In this article, the optimality conditions for the Monge-Kantorovich and Monge problems were given and exact solutions to several classical two-dimensional problems were obtained.
Abstract: We give optimality conditions for the Monge-Kantorovich and Monge problems and obtain exact solutions to several classical two-dimensional problems. Bibliography: 30 titles.
13 citations
Authors
Showing all 315 results
| Name | H-index | Papers | Citations |
|---|---|---|---|
| Boris Mirkin | 35 | 178 | 6722 |
| Yuri Kabanov | 26 | 85 | 3396 |
| L. V. Chernysheva | 24 | 167 | 1867 |
| Igor V. Evstigneev | 21 | 129 | 1838 |
| Alexander Zeifman | 21 | 177 | 1502 |
| Vladimir Popov | 20 | 169 | 2041 |
| Vyacheslav V. Kalashnikov | 19 | 109 | 1217 |
| Vladimir I. Danilov | 18 | 165 | 1255 |
| Victor Polterovich | 17 | 126 | 1145 |
| Ernst Presman | 15 | 41 | 875 |
| Andrei Dmitruk | 13 | 51 | 604 |
| Anatoly Peresetsky | 13 | 45 | 617 |
| Anton Oleinik | 12 | 55 | 495 |
| Vladimir Rotar | 11 | 28 | 577 |
| Nikolai B. Melnikov | 11 | 72 | 323 |