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Novikov, A
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Showing results 1 to 20 of 41
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Issue Date
Title
Author(s)
21-Dec-2018
Anderson localization of classical waves in weakly scattering one-dimensional Levy lattices
Asatryan, AA
;
Novikov, A
1-Nov-2017
Approximations for weighted Kolmogorovâ€“Smirnov distributions via boundary crossing probabilities
Kordzakhia, N
;
Novikov, A
;
Ycart, B
1-Jul-2013
Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion
Ă‡etin, U
;
Novikov, A
;
Shiryaev, AN
1-Jan-2017
Bounds and approximations for distributions of weighted Kolmogorov-Smirnov tests
Kordzakhia, N
;
Novikov, A
2-Jan-2017
Bounds for expected maxima of Gaussian processes and their discrete approximations
Borovkov, K
;
Mishura, Y
;
Novikov, A
;
Zhitlukhin, M
1-Jan-2016
BOUNDS on PRICES for ASIAN OPTIONS VIA FOURIER METHODS
Alexander, S
;
Novikov, A
;
Kordzakhia, N
Jan-2010
Continuity Theorems in Boundary Crossing Problems for Diffusion Processes
Borovkov, K
;
Downes, AN
;
Novikov, A
;
Chiarella, C
;
Novikov, A
1-Jan-2014
Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross Iaci
Novikov, A
;
Shiryaev, AN
1-Jan-2011
An elementary approach to optimal stopping problems for AR(1) sequences
Christensen, S
;
Irle, A
;
Novikov, A
1-Dec-2013
Ensuring long term investment for large scale solar power stations: Hedging instruments for green power
Radchik, A
;
Skryabin, I
;
Maisano, J
;
Novikov, A
;
Gazarian, T
1-Jul-2018
Estimation of cusp location of stochastic processes: a survey
Dachian, S
;
Kordzakhia, N
;
Kutoyants, YA
;
Novikov, A
Jan-2010
Explicit analytical solutions for the average run length of CUSUM and EWMA charts
Mititelu, G
;
Areepong, Y
;
Sukparungsee, S
;
Novikov, A
1-Mar-2005
Explicit bounds for approximation rates of boundary crossing probabilities for the wiener process
Borovkov, K
;
Novikov, A
1-Jan-2005
First passage time of filtered Poisson process with exponential shape function
Novikov, A
;
Melchers, RE
;
Shinjikashvili, E
;
Kordzakhia, N
2002
Geometric Levy Process Pricing Model
Miyahara, Y
;
Novikov, A
Jan-2010
Lognormal forward market model (LFM) volatility function approximation
Chung, I
;
Dun, T
;
Schlogl, E
;
Chiarella, C
;
Novikov, A
1-Jan-2010
M-6-On Minimal Market Models and Minimal Martingale Measures
Hulley, H
;
Schweizer, M
;
Chiarella, C
;
Novikov, A
1-Apr-2008
Martingales and first passage times of AR(1) sequences
Novikov, A
;
Kordzakhia, N
Jan-2003
Martingales and first-exit times for the Ornstein-Uhlenbeck process with jumps
Novikov, A
Jan-2002
On a new approach to calculating expectations for option pricing
Borovkov, K
;
Novikov, A