Sergey Shahverdyan

Identifiers

• name variant Sergey Shahverdyan 0.60 · backfill

Papers (3)

1. Strong Duality of Linear Optimisation Problems over Measure Spaces math.OC · 2015 · author #2
2. A New Approach to Model Free Option Pricing q-fin.PR · 2015 · author #2
3. A General Duality Relation with Applications in Quantitative Risk Management q-fin.RM · 2014 · author #2

Mentions

• 1501.04243 #2 · backfill · confidence 0.70 Sergey Shahverdyan
• 1501.03701 #2 · backfill · confidence 0.70 Sergey Shahverdyan
• 1410.0852 #2 · backfill · confidence 0.70 Sergey Shahverdyan

Frequent Coauthors

• Raphael Hauser 3 shared papers
• Paul Embrechts 1 shared papers