OPUS at UTS: Browsing OPUS - Open Publications of UTS Scholars

Browsing byAuthorNovikov, A

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Issue Date	Title	Author(s)
2014-01-01	Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross Iaci	Novikov, A; Shiryaev, AN
2011-01-01	An elementary approach to optimal stopping problems for AR(1) sequences	Christensen, S; Irle, A; Novikov, A
2013-12-01	Ensuring long term investment for large scale solar power stations: Hedging instruments for green power	Radchik, A; Skryabin, I; Maisano, J; Novikov, A; Gazarian, T
2018-07-01	Estimation of cusp location of stochastic processes: a survey	Dachian, S; Kordzakhia, N; Kutoyants, YA; Novikov, A
2010-01	Explicit analytical solutions for the average run length of CUSUM and EWMA charts	Mititelu, G; Areepong, Y; Sukparungsee, S; Novikov, A
2005-03-01	Explicit bounds for approximation rates of boundary crossing probabilities for the wiener process	Borovkov, K; Novikov, A
2005-01-01	First passage time of filtered Poisson process with exponential shape function	Novikov, A; Melchers, RE; Shinjikashvili, E; Kordzakhia, N
2002	Geometric Levy Process Pricing Model	Miyahara, Y; Novikov, A
2010-01	Lognormal forward market model (LFM) volatility function approximation	Chung, I; Dun, T; Schlogl, E; Chiarella, C; Novikov, A
2010-01-01	M-6-On Minimal Market Models and Minimal Martingale Measures	Hulley, H; Schweizer, M; Chiarella, C; Novikov, A
2008-04-01	Martingales and first passage times of AR(1) sequences	Novikov, A; Kordzakhia, N
2003-01	Martingales and first-exit times for the Ornstein-Uhlenbeck process with jumps	Novikov, A
2018-06-01	New and refined bounds for expected maxima of fractional Brownian motion	Borovkov, K; Mishura, Y; Novikov, A; Zhitlukhin, M
2019	Numerical Approximations to Distributions of Weighted Kolmogorov-Smirnov Statistics via Integral Equations	Wu, D; Hin, LY; Kordzakhia, N; Novikov, A
2002-01	On a new approach to calculating expectations for option pricing	Borovkov, K; Novikov, A
2001-07-01	On a piece-wise deterministic Markov process model	Borovkov, K; Novikov, A
2007-06-01	On a solution of the optimal stopping problem for processes with independent increments	Novikov, A; Shiryaev, A
2009-01	On a stochastic version of the trading rule 'Buy and Hold'	Shiryaev, AN; Novikov, A
2017-11-01	On distibutions of first passage times of martingales arising in some gambling problems	Novikov, A; Kaji, S
2006-01	On EWMA procedure for detection of a change in observation via Martingale approach	Sukparungsee, S; Novikov, A

Showing results 9 to 28 of 45< previous next >