%0 Journal Article
%A G. I. Beliavsky
%A N. V. Danilova
%T The combined Monte-Carlo method to calculate the capital of the optimal portfolio in nonlinear models of financial indexes
%J Sibirskie èlektronnye matematičeskie izvestiâ
%D 2014
%P 1021-1034
%V 11
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SEMR_2014_11_a39/
%G ru
%F SEMR_2014_11_a39