| Issue Date | Title | Author(s) |
| 2017-11-01 | Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities | Kordzakhia, N; Novikov, A; Ycart, B |
| 2017-01-01 | Bounds and approximations for distributions of weighted Kolmogorov-Smirnov tests | Kordzakhia, N; Novikov, A |
| 2016-01-01 | BOUNDS on PRICES for ASIAN OPTIONS VIA FOURIER METHODS | Alexander, S; Novikov, A; Kordzakhia, N |
| 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 |
