(1) Dokuchaev, N. On $L_2$-theory of partial differential equations of mathematical physics. Physics seminar, Trent University, Ontario, July 10th, 2005.
(2) Dokuchaev, N. Some additions to the $L_2$-theory of parabolic equations and related stochastic diffusion processes. WCNA-2008, Orlando, Fl., July 2-9th, 2008.
(3) Dokuchaev, N. Myopic strategies and their optimality for stochastic discrete time market models. WCNA-2008, Orlando, Fl., July 2-9th, 2008.
(4) N.Dokuchaev, SPDEs and non-Markov Ito processes in bounded domains. York Probability Seminar. York University, Toronto., January 16th, 2008.
(5) N.Dokuchaev. Price matching for multiple rescindable options and European options. MITACS-MCME Workshop on Risk Analysis . York University, Toronto. December 11th, 2007.
(6) Dokuchaev, N. Mathematical finance: portfolio selection and unsolved problems. Trent University, Ontario, March 28th, 2007.
(7) Dokuchaev, N. Mean-reverting market model: Novikov condition, speculative opportunities, and non-arbitrage. Seminar on Stochastic processes, Fields Institute, Toronto, March 15th, 2007.
(8) Dokuchaev, N.
Dynamic portfolio selection: model choice, optimality, and
uncertainty. Statistics and Actuarial Science Seminar, University
College Dublin, Ireland. November 11, 2005.
Dokuchaev, N. Mathematical finance:
basic models and unsolved problems. Department
of Mathematics and Statistics, University of Limerick, Ireland.
April 22, 2005.
Dokuchaev, N. Saddle points for maximin
solution via heat equation. 57th British
Colloquium, Liverpool, 4-7 April, 2005.
Dokuchaev, N. Parabolic equations
in unbounded cylinders
and estimates for distances between
first exit times. Seminar
of School of Mathematical Sciences, Dublin City
November 17th, 2004
Dokuchaev, N. Pricing rules for random
uncertainty and modeling of the volatility smile.
Probability Seminar, July 9th, 2004.
Dokuchaev, N.G. Estimates for distances
between first exit
times via parabolic equations in unbounded
Probability and Finance Seminar, York University,
July 27, 2003.
(14) Dokuchaev, N.G. Dynamic portfolio
strategies and filters
based on price observations, Seminar
of Department of Mathematics,
London School of Economics,
May 28, 2003.
(15) Dokuchaev, N.G. Investment strategies
and filters based on
price observations, Probability and
Finance Seminar, York
University, Toronto, July 24, 2002.
Dokuchaev, N.G. Explicit optimal solution in maximin setting
investment problems with totally unhedgeable
European Investment Review Conference. Paris,
(17) Dokuchaev, N.G.,
Haussmann, U. Optimal
portfolio selection and compression in an
incomplete market. 1st
World Congress of Bachelier Finance
Society, Paris, 2000.
(18) Dokuchaev, N.G., Haussmann,
U. Adaptive Portfolio Selection
Based on Historical Prices.
Quantitative Risk Management in
Finance. Carnegie Mellon
University, Pittsburgh. July 31 - August
Dokuchaev, N.G. and Savkin, A.V. A hedging investment
with a positive average gain without market estimation.
Proc. of CESA'98 Symposium on Applied Mathematics
Optimization. Tunisia, 1998.
Dokuchaev, N.G. and Savkin, A.V. Asymptotic arbitrage in
stochastic financial market model. In: Proc. of CESA'98
on Applied Mathematics and Optimization. Tunisia,
(21) Dokuchaev, N.G. and Savkin, A.V. The Pricing
of Options in a
Financial Market Model with Transaction Costs
Volatility. 10th Annual Australasian Finance
Conference, Sydney, NSW, Refereed Proceedings.
School of Banking
and Finance, University of New South Wales,
1: pp. 121-134 (1997).
(22) Dokuchaev, N.G. and Savkin,
A.V. Asymptotic arbitrage in a
financial market model based on
the historical volatility. In:
10th Annual Australasian
Finance and Banking Conference, Sydney,
Proceedings. School of Banking and Finance, The
New South Wales, 1: pp. 113-120 (1997).
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