Browsing by Author Borovkov, K

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Issue Date	Title	Author(s)
2-Jan-2017	Bounds for expected maxima of Gaussian processes and their discrete approximations	Borovkov, K; Mishura, Y; Novikov, A; Zhitlukhin, M
Jan-2010	Continuity Theorems in Boundary Crossing Problems for Diffusion Processes	Borovkov, K; Downes, AN; Novikov, A; Chiarella, C; Novikov, A
1-Mar-2005	Explicit bounds for approximation rates of boundary crossing probabilities for the wiener process	Borovkov, K; Novikov, A
1-Jan-2011	Jump-diffusion modeling in emission markets	Borovkov, K; Decrouez, G; Hinz, J
1-Jun-2018	New and refined bounds for expected maxima of fractional Brownian motion	Borovkov, K; Mishura, Y; Novikov, A; Zhitlukhin, M
Jan-2002	On a new approach to calculating expectations for option pricing	Borovkov, K; Novikov, A
1-Jul-2001	On a piece-wise deterministic Markov process model	Borovkov, K; Novikov, A
1-Sep-2008	On exit times of Levy-driven Ornstein-Uhlenbeck processes	Borovkov, K; Novikov, A

Showing results 1 to 8 of 8