Browsing by Author Novikov, A

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Showing results 36 to 43 of 43< previous

Issue Date	Title	Author(s)
19-Sep-2013	Pitman estimators: An asymptotic variance revisited	Novikov, A; Kordzakhia, N
Jan-2005	Pricing European and discretely monitored exotic options under the Levy process framework	Roberts, DO; Novikov, A; Abbott, P; McCarthy, S
1-Jan-2017	Pricing of asian-type and basket options via bounds	Novikov, A; Alexander, S; Kordzakhia, N; Ling, T
Jan-2008	Pricing of Defaultable Securities under Stochastic Interest	Kordzakhia, N; Novikov, A; Sarychev, A; Shiryaev, A; Guerra, M; Grossinho, M
1-Apr-2013	Remarks on moment inequalities and identities for martingales	Novikov, A; Shiryaev, A
1-Apr-2008	A structural model with unobserved default boundary	Schmidt, T; Novikov, A
1-Jan-2003	Time-Dependent Barrier Options and Boundary Crossing Probabilities	Novikov, A; Frishling, V; Kordzakhia, N
1-Jul-2018	Translation invariant statistical experiments with independent increments	Gushchin, A; Kordzakhia, N; Novikov, A

Showing results 36 to 43 of 43< previous