Browsing byAuthorKordzakhia, NE
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
2014-01-01 | Lower and upper bounds for prices of Asian-type options | Novikov, AA; Kordzakhia, NE |
2018-08-01 | On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion | Kordzakhia, NE; Kutoyants, YA; Novikov, AA; Hin, LY |
2021-01-01 | ON MAXIMAL INEQUALITIES FOR ORNSTEIN-UHLENBECK PROCESSES WITH JUMPS* | Kordzakhia, NE; Novikov, AA |
2023-01-01 | THE KOLMOGOROV INEQUALITY FOR THE MAXIMUM OF THE SUM OF RANDOM VARIABLES AND ITS MARTINGALE ANALOGUES | Kordzakhia, NE; Novikov, AA; Shiryaev, AN |