Browsing byAuthorNovikov, AA
Showing results 1 to 7 of 7
| Issue Date | Title | Author(s) |
| 2021-01-01 | ON MAXIMAL INEQUALITIES FOR ORNSTEIN-UHLENBECK PROCESSES WITH JUMPS* | Kordzakhia, NE; Novikov, AA |
| 2021 | On maximal inequalities for Ornstein-Uhlenbeck processes with jumps | Кордзахия, НЕ; Kordzahiya, NE; Новиков, АА; Novikov, AA |
| 2018-08-01 | On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion | Kordzakhia, NE; Kutoyants, YA; Novikov, AA; Hin, LY |
| 2014-01-01 | Lower and upper bounds for prices of Asian-type options | Novikov, AA; Kordzakhia, NE |
| 2014-01-01 | Pricing of volume-weighted average options: Analytical approximations and numerical results | Novikov, AA; Ling, TG; Kordzakhia, N |
| 2009-09-07 | On distributions of first passage times and optimal stopping of ar(1) sequences | Novikov, AA |
| 2005-08-08 | On an effective solution of the optimal stopping problem for random walks | Novikov, AA; Shiryaev, AN |
