Browsing byAuthorKordzakhia, N

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Issue DateTitleAuthor(s)
2019Numerical Approximations to Distributions of Weighted Kolmogorov-Smirnov Statistics via Integral EquationsWu, D; Hin, LY; Kordzakhia, N; Novikov, A
2018-07-01Estimation of cusp location of stochastic processes: a surveyDachian, S; Kordzakhia, N; Kutoyants, YA; Novikov, A
2018-07-01Translation invariant statistical experiments with independent incrementsGushchin, A; Kordzakhia, N; Novikov, A
2017-11-01Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilitiesKordzakhia, N; Novikov, A; Ycart, B
2017-01-01Pricing of asian-type and basket options via boundsNovikov, A; Alexander, S; Kordzakhia, N; Ling, T
2017-01-01Bounds and approximations for distributions of weighted Kolmogorov-Smirnov testsKordzakhia, N; Novikov, A
2016-01-01BOUNDS on PRICES for ASIAN OPTIONS VIA FOURIER METHODSAlexander, S; Novikov, A; Kordzakhia, N
2014-01-01On moments of pitman estimators: The case of fractional Brownian motionNovikov, A; Kordzakhia, N; Ling, T
2014-01-01Pricing of volume-weighted average options: Analytical approximations and numerical resultsNovikov, AA; Ling, TG; Kordzakhia, N
2013-09-19Pitman estimators: An asymptotic variance revisitedNovikov, A; Kordzakhia, N
2012-12-01On ruin probabilities in risk models with interest rateKordzakhia, N; Novikov, A; Tsitsiashvili, G
2008-04-01Martingales and first passage times of AR(1) sequencesNovikov, A; Kordzakhia, N
2008-01Pricing of Defaultable Securities under Stochastic InterestKordzakhia, N; Novikov, A; Sarychev, A; Shiryaev, A; Guerra, M; Grossinho, M
2005-01-01First passage time of filtered Poisson process with exponential shape functionNovikov, A; Melchers, RE; Shinjikashvili, E; Kordzakhia, N
2003-01-01Time-Dependent Barrier Options and Boundary Crossing ProbabilitiesNovikov, A; Frishling, V; Kordzakhia, N
-On lower and upper bounds for Asian-type options: a unified approachNovikov, A; Kordzakhia, N