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
Papers
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01 Jul 2000TL;DR: In this article, the authors describe an experience of the ergonomic and psychological works performed at the Power Plant #25, Mosenergo Co. during last 12 years, aiming to achieve two connected goals: to insert additional elements into the power plant functional structure and to propose solutions to some Human Factors problems.
Abstract: The report is describing an experience of the ergonomic and psychological works performed at the Power Plant #25, Mosenergo Co. during last 12 years. The report aims to achieve two connected goals:- to insert additional elements into the power plant functional structure- to propose solutions to some Human Factors problems
1 citations
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01 Sep 2018TL;DR: New paradigms of decision-making are described, which imply the decision- making problems under uncertainty, which are the problems with uncertainty, when there is no information on probabilities, and the decisions are being accepted on the basis of subjective judgments of decide-maker.
Abstract: The paper describes new paradigms of decision-making. Now the most urgent decision-making problems are the problems with uncertainty, which take place, when there is no information on probabilities, and the decisions are being accepted on the basis of subjective judgments of decision-maker. In spite of the fantastic computer progress, the most difficult problems unlikely will be solved by quantitative methods. Main decisions in human history were subjective, as they have been made by the persons. Making a choice from a set of alternatives, a person evaluates their quality, connecting the objective aspects with his (her) personal values. This fact explains an impossibility of an "objective" choice in principle, even if there is exact quantitative information for decision-making. Therefore, further we shall imply the decision-making problems under uncertainty.
1 citations
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1 citations
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23 Sep 20211 citations
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TL;DR: In this paper, the authors provide a mathematical background for the theory of bond markets similar to that available for stock markets and suggest two constructions of stochastic integrals with respect to processes taking values in a space of continuous functions.
Abstract: The main purpose of the paper is to provide a mathematical background for the theory of bond markets similar to that available for stock markets. We suggest two constructions of stochastic integrals with respect to processes taking values in a space of continuous functions. Such integrals are used to define the evolution of the value of a portfolio of bonds corresponding to a trading strategy which is a measure- valued predictable process. The existence of an equivalent martingale measure is discussed and HJM-type conditions are derived for a jump-diffusion model. The question of market completeness is considered as a problem of the range of a certain integral operator. We introduce a concept of approximate market completeness and show that a market is approximately complete if an equivalent martingale measure is unique.
1 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 |