Authors: Kifer, Yuri Varadhan, S. R. S.

Citation: Kifer, Yuri et S. Varadhan, S. R., Nonconventional limit theorems in discrete and continuous time via martingales, Annals of probability , 42(2), 2014, pp. 649-688

Authors: Dolinsky, Yan Kifer, Yuri

Citation: Dolinsky, Yan et Kifer, Yuri, Risk minimization for game options in markets imposing minimal transaction costs, Advances in applied probability , 48(3), 2016, pp. 926-946

Authors: Kifer, Yuri

Citation: Kifer, Yuri, Error estimates for binomial approximations of game options, Annals of applied probability , 16(2), 2006, pp. 984-1033

Authors: Kifer, Yuri

Citation: Kifer, Yuri, Error estimates for binomial approximations of game options, Annals of applied probability , 16(4), 2006, pp. 2273-2275