Narrow search
Showing 1 - 10 of 17
Cover Image
Some results about averaging in stochastic approximation
Le Breton, Alain - In: Metrika : international journal for theoretical and … 42 (1995) 3, pp. 153-171
Persistent link: https://www.econbiz.de/10001186298
Cover Image
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
Cover Image
Explicit bounds for approximation rates for boundary crossing probabilities for the Wiener process
Borovkov, Konstantin A.; Novikov, Alexander - 2004
Persistent link: https://www.econbiz.de/10002251014
Cover Image
On tail distributions of supremum and quadratic variation of local martingales
Liptser, R.; Novikov, Alexander - 2004
Persistent link: https://www.econbiz.de/10002251058
Cover Image
On fair pricing of emission-related derivatives
Hinz, Juri; Novikov, Alexander - 2009
Persistent link: https://www.econbiz.de/10008662362
Cover Image
A structural model with unobserved default boundary
Schmidt, Thorsten; Novikov, Alexander - In: Applied mathematical finance 15 (2008) 1/2, pp. 183-203
Persistent link: https://www.econbiz.de/10003751162
Cover Image
On a solution of the optimal stopping problem for processes with independent increments
Novikov, Alexander; Širjaev, Alʹbert N. - 2006
Persistent link: https://www.econbiz.de/10003361829
Cover Image
Pricing of defaultable securities under stochastic interest
Kordzakhia, Nino; Novikov, Alexander - 2007
Persistent link: https://www.econbiz.de/10003452454
Cover Image
Pricing of defaultable securities under stochastic interest
Kordzakhia, Nino; Novikov, Alexander - In: Mathematical control theory and finance, (pp. 251-263). 2008
Persistent link: https://www.econbiz.de/10003755613
Cover Image
Martingales and first passage times of AR(1) sequences
Novikov, Alexander; Kordzakhia, Nino - 2007
Persistent link: https://www.econbiz.de/10003856732