Browsing by Author Novikov, A

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Showing results 1 to 20 of 43  next >
Issue DateTitleAuthor(s)
21-Dec-2018Anderson localization of classical waves in weakly scattering one-dimensional Levy latticesAsatryan, AA; Novikov, A
1-Nov-2017Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilitiesKordzakhia, N; Novikov, A; Ycart, B
1-Jul-2013Bayesian Sequential Estimation of a Drift of Fractional Brownian MotionÇetin, U; Novikov, A; Shiryaev, AN
1-Jan-2017Bounds and approximations for distributions of weighted Kolmogorov-Smirnov testsKordzakhia, N; Novikov, A
2-Jan-2017Bounds for expected maxima of Gaussian processes and their discrete approximationsBorovkov, K; Mishura, Y; Novikov, A; Zhitlukhin, M
1-Jan-2016BOUNDS on PRICES for ASIAN OPTIONS VIA FOURIER METHODSAlexander, S; Novikov, A; Kordzakhia, N
Jan-2010Continuity Theorems in Boundary Crossing Problems for Diffusion ProcessesBorovkov, K; Downes, AN; Novikov, A; Chiarella, C; Novikov, A
1-Jan-2014Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross IaciNovikov, A; Shiryaev, AN
1-Jan-2011An elementary approach to optimal stopping problems for AR(1) sequencesChristensen, S; Irle, A; Novikov, A
1-Dec-2013Ensuring long term investment for large scale solar power stations: Hedging instruments for green powerRadchik, A; Skryabin, I; Maisano, J; Novikov, A; Gazarian, T
1-Jul-2018Estimation of cusp location of stochastic processes: a surveyDachian, S; Kordzakhia, N; Kutoyants, YA; Novikov, A
Jan-2010Explicit analytical solutions for the average run length of CUSUM and EWMA chartsMititelu, G; Areepong, Y; Sukparungsee, S; Novikov, A
1-Mar-2005Explicit bounds for approximation rates of boundary crossing probabilities for the wiener processBorovkov, K; Novikov, A
1-Jan-2005First passage time of filtered Poisson process with exponential shape functionNovikov, A; Melchers, RE; Shinjikashvili, E; Kordzakhia, N
2002Geometric Levy Process Pricing ModelMiyahara, Y; Novikov, A
Jan-2010Lognormal forward market model (LFM) volatility function approximationChung, I; Dun, T; Schlogl, E; Chiarella, C; Novikov, A
1-Jan-2010M-6-On Minimal Market Models and Minimal Martingale MeasuresHulley, H; Schweizer, M; Chiarella, C; Novikov, A
1-Apr-2008Martingales and first passage times of AR(1) sequencesNovikov, A; Kordzakhia, N
Jan-2003Martingales and first-exit times for the Ornstein-Uhlenbeck process with jumpsNovikov, A
1-Jun-2018New and refined bounds for expected maxima of fractional Brownian motionBorovkov, K; Mishura, Y; Novikov, A; Zhitlukhin, M