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On tail distributions of supremum and quadratic variation of local martingales
Liptser, R.; Novikov, Alexander - 2004
Persistent link: https://www.econbiz.de/10002251058
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On fair pricing of emission-related derivatives
Hinz, Juri; Novikov, Alexander - 2009
Persistent link: https://www.econbiz.de/10008662362
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Pricing of defaultable securities under stochastic interest
Kordzakhia, Nino; Novikov, Alexander - 2007
Persistent link: https://www.econbiz.de/10003452454
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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
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Geometric Lévy process pricing model
Miyahara, Yoshio; Novikov, Alex - 2001
Persistent link: https://www.econbiz.de/10001732779