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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Novikov, Alexander"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Martingales and first passage times of AR(1) sequences
Novikov, Alexander
;
Kordzakhia, Nino
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2007
Persistent link: https://www.econbiz.de/10003856732
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On tail distributions of supremum and quadratic variation of local martingales
Liptser, R.
;
Novikov, Alexander
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2004
Persistent link: https://www.econbiz.de/10002251058
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3
First passage time of Filtered Poisson Process with exponential shape function
Novikov, Alexander
;
Melchers, R. E.
;
Shinjikashvili, E.
; …
-
2003
Persistent link: https://www.econbiz.de/10002250933
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