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~subject:"Stochastic process"
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Stochastic process
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Novikov, Alexander
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Mathematical control theory and finance
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ECONIS (ZBW)
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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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2
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
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3
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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4
Martingales and first passage times of AR(1) sequences
Novikov, Alexander
;
Kordzakhia, Nino
-
2007
Persistent link: https://www.econbiz.de/10003856732
Saved in:
5
Geometric Lévy process pricing model
Miyahara, Yoshio
;
Novikov, Alex
-
2001
Persistent link: https://www.econbiz.de/10001732779
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