Skip navigation
Statistics
Help
About OPUS
How to Deposit
Managing Copyright
Browse
UTS Organisational Groups
Browse Items by:
Issue Date
Author
Title
Type
ARC/NHRMC Funded
Search OPUS
OPUS at UTS
Browsing byAuthorNovikov, A
Jump to:
0-9
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
or enter first few letters:
Sort by:
title
issue date
submit date
ARC/NHRMC funded
In order:
Ascending
Descending
Results/Page
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Authors/Record:
All
1
5
10
15
20
25
30
35
40
45
50
Showing results 17 to 36 of 45
< previous
next >
Issue Date
Title
Author(s)
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
2008-09-01
On exit times of Levy-driven Ornstein-Uhlenbeck processes
Borovkov, K
;
Novikov, A
2010-01
On fair pricing of emission-related derivatives
Hinz, J
;
Novikov, A
2010-11-01
On fair pricing of emission-related derivatives
Hinz, J
;
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
-
On tail distributions of supremum and quadratic variation of local martingales
Liptser, R
;
Novikov, A
2017-07-01
Optimal consumption, investment and housing with means-tested public pension in retirement
Andréasson, JG
;
Shevchenko, PV
;
Novikov, A
