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On lower and upper bounds for Asian-type options: a unified approach
Novikov, A
;
Kordzakhia, N
2005-01-01
First passage time of filtered Poisson process with exponential shape function
Novikov, A
;
Melchers, RE
;
Shinjikashvili, E
;
Kordzakhia, N
2018-07-01
Estimation of cusp location of stochastic processes: a survey
Dachian, S
;
Kordzakhia, N
;
Kutoyants, YA
;
Novikov, A
2016-01-01
BOUNDS on PRICES for ASIAN OPTIONS VIA FOURIER METHODS
Alexander, S
;
Novikov, A
;
Kordzakhia, N
2013-09-19
Pitman estimators: An asymptotic variance revisited
Novikov, A
;
Kordzakhia, N
2003-01-01
Time-Dependent Barrier Options and Boundary Crossing Probabilities
Novikov, A
;
Frishling, V
;
Kordzakhia, N
2012-12-01
On ruin probabilities in risk models with interest rate
Kordzakhia, N
;
Novikov, A
;
Tsitsiashvili, G
2008-01
Pricing of Defaultable Securities under Stochastic Interest
Kordzakhia, N
;
Novikov, A
;
Sarychev, A
;
Shiryaev, A
;
Guerra, M
;
Grossinho, M
2008-04-01
Martingales and first passage times of AR(1) sequences
Novikov, A
;
Kordzakhia, N
2017-11-01
Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities
Kordzakhia, N
;
Novikov, A
;
Ycart, B
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Subject
7
Statistics & Probability
1
Civil Engineering
1
General Mathematics
1
Numerical & Computational Mathema...
Date issued
11
2010 - 2019
4
2003 - 2009
Has File(s)
16
true
Type
8
Journal Article
5
Chapter
Copyright Status
8
closed_access
5
open_access
1
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