Browsing by Author Novikov, A

Showing results 1 to 20 of 27  next >
Issue DateTitleAuthor(s)
1-Jul-2018Estimation of cusp location of stochastic processes: a surveyDachian, S; Kordzakhia, N; Kutoyants, YA; Novikov, A
1-Nov-2017Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilitiesKordzakhia, N; Novikov, A; Ycart, B
3-Jul-2017Optimal consumption, investment and housing with means-tested public pension in retirement.Novikov, A; Andreasson; Shevchenko
2-Jan-2017Bounds for expected maxima of Gaussian processes and their discrete approximationsBorovkov, K; Mishura, Y; Novikov, A; Zhitlukhin, M
1-Jan-2017Pricing of asian-type and basket options via boundsNovikov, A; Alexander, S; Kordzakhia, N; Ling, T
1-Jan-2016BOUNDS on PRICES for ASIAN OPTIONS VIA FOURIER METHODSAlexander, S; Novikov, A; Kordzakhia, N
1-Jan-2014Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross IaciNovikov, A; Shiryaev, AN
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
19-Sep-2013Pitman estimators: An asymptotic variance revisitedNovikov, A; Kordzakhia, N
1-Jul-2013Bayesian Sequential Estimation of a Drift of Fractional Brownian MotionÇetin, U; Novikov, A; Shiryaev, AN
1-Apr-2013Remarks on moment inequalities and identities for martingalesNovikov, A; Shiryaev, A
1-Dec-2012On ruin probabilities in risk models with interest rateKordzakhia, N; Novikov, A; Tsitsiashvili, G
1-Jan-2011An elementary approach to optimal stopping problems for AR(1) sequencesChristensen, S; Irle, A; Novikov, A
1-Jan-2010M-6-On Minimal Market Models and Minimal Martingale MeasuresHulley, H; Schweizer, M; Chiarella, C; Novikov, A
Jan-2010Explicit analytical solutions for the average run length of CUSUM and EWMA chartsMititelu, G; Areepong, Y; Sukparungsee, S; Novikov, A
Jan-2010On fair pricing of emission-related derivativesHinz, J; Novikov, A
Jan-2010Lognormal forward market model (LFM) volatility function approximationChung, I; Dun, T; Schlogl, E; Chiarella, C; Novikov, A
Jan-2010Continuity Theorems in Boundary Crossing Problems for Diffusion ProcessesBorovkov, K; Downes, AN; Novikov, A; Chiarella, C; Novikov, A
Jan-2009On a stochastic version of the trading rule 'Buy and Hold'Shiryaev, AN; Novikov, A
Jan-2008Pricing of Defaultable Securities under Stochastic InterestKordzakhia, N; Novikov, A; Sarychev, A; Shiryaev, A; Guerra, M; Grossinho, M