A. I. Lopatin

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Il s'agit d'une version concise de l'article " hedging default risks of CDOs in Markovian contation models " (2008) auquel nous renvoyons pour plus de dtails. Nous mettons enévidence une stratégie de duplication de tranches de CDO faisant appel au contrat de swap de défaut sur l'indice sous-jacent. La perte agrégée suit une chaˆıne de Markov. L'intensité de(More)
The giant radio galaxy M 87 with its proximity (16 Mpc), famous jet, and very massive black hole ((3 − 6) × 10 9 M) provides a unique opportunity to investigate the origin of very high energy (VHE; E>100 GeV) γ-ray emission generated in relativistic outflows and the surroundings of super-massive black holes. M 87 has been established as a VHE γ-ray emitter(More)
The work is devoted to a new branch of application of continuous group's techniques in the investigation of nonlinear differential equations. The principal stages of the development of perturbation theory of nonlinear differential equations are considered in short. It is shown that its characteristic features make it possible a fruitful usage of continuous(More)
An annihilation signal of dark matter is searched for from the central region of the Milky Way. Data acquired in dedicated on-off observations of the Galactic center region with H.E.S.S. are analyzed for this purpose. No significant signal is found in a total of ∼9  h of on-off observations. Upper limits on the velocity averaged cross section, ⟨σv⟩, for the(More)
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