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Showing results 4 to 16 of 16
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Issue Date
Title
Author(s)
2018-07-01
Estimation of cusp location of stochastic processes: a survey
Dachian, S
;
Kordzakhia, N
;
Kutoyants, YA
;
Novikov, A
2005-01-01
First passage time of filtered Poisson process with exponential shape function
Novikov, A
;
Melchers, RE
;
Shinjikashvili, E
;
Kordzakhia, N
2008-04-01
Martingales and first passage times of AR(1) sequences
Novikov, A
;
Kordzakhia, N
2019
Numerical Approximations to Distributions of Weighted Kolmogorov-Smirnov Statistics via Integral Equations
Wu, D
;
Hin, LY
;
Kordzakhia, N
;
Novikov, A
-
On lower and upper bounds for Asian-type options: a unified approach
Novikov, A
;
Kordzakhia, N
2014-01-01
On moments of pitman estimators: The case of fractional Brownian motion
Novikov, A
;
Kordzakhia, N
;
Ling, T
2012-12-01
On ruin probabilities in risk models with interest rate
Kordzakhia, N
;
Novikov, A
;
Tsitsiashvili, G
2013-09-19
Pitman estimators: An asymptotic variance revisited
Novikov, A
;
Kordzakhia, N
2017-01-01
Pricing of asian-type and basket options via bounds
Novikov, A
;
Alexander, S
;
Kordzakhia, N
;
Ling, T
2008-01
Pricing of Defaultable Securities under Stochastic Interest
Kordzakhia, N
;
Novikov, A
;
Sarychev, A
;
Shiryaev, A
;
Guerra, M
;
Grossinho, M
2014-01-01
Pricing of volume-weighted average options: Analytical approximations and numerical results
Novikov, AA
;
Ling, TG
;
Kordzakhia, N
2003-01-01
Time-Dependent Barrier Options and Boundary Crossing Probabilities
Novikov, A
;
Frishling, V
;
Kordzakhia, N
2018-07-01
Translation invariant statistical experiments with independent increments
Gushchin, A
;
Kordzakhia, N
;
Novikov, A