The following pages link to Alexander V. Melnikov (Q1776031):
Displaying 41 items.
- (Q273844) (redirect page) (← links)
- (Q492466) (redirect page) (← links)
- (Q1054375) (redirect page) (← links)
- Bernstein's inequalities and their extensions for getting the Black-Scholes option pricing formula (Q273845) (← links)
- Nonhomogeneous telegraph processes and their application to financial market modeling (Q492468) (← links)
- Polynomial extensions of distributions and their applications in actuarial and financial modeling (Q743164) (← links)
- Bachelier model with stopping time and its insurance application (Q784430) (← links)
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
- Quantile hedging of equity-linked life insurance policies (Q886618) (← links)
- Efficient hedging of equity-linked life insurance policies (Q886628) (← links)
- On the rotational dynamics of Prometheus and Pandora (Q931232) (← links)
- On a property of multidimensional normal distributions and its application to the computation of options (Q960734) (← links)
- Gronwall's lemma and stochastic equations for components of semimartingales (Q1054376) (← links)
- Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- On option pricing in binomial market with transaction costs (Q1776033) (← links)
- On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
- Quantile hedging in models with dividends and application to equity-linked life insurance contracts (Q2175459) (← links)
- Martingale-like sequences in Banach lattices (Q2326523) (← links)
- Stochastic viability and comparison theorems for mixed stochastic differential equations (Q2340306) (← links)
- On linear stochastic equations of optional semimartingales and their applications (Q2407789) (← links)
- Dynamic hedging of conditional value-at-risk (Q2444719) (← links)
- Quantile hedging on equity-linked life insurance contracts with transaction costs (Q2513623) (← links)
- Massive evaluation and analysis of Poincaré recurrences on grids of initial data: a tool to map chaotic diffusion (Q2698749) (← links)
- Martingale Models of Stochastic Approximation and Their Convergence (Q2711124) (← links)
- (Q2737030) (← links)
- (Q2741111) (← links)
- (Q2762650) (← links)
- Financial Markets in the Context of the General Theory of Optional Processes (Q2958812) (← links)
- Risk Analysis in Finance and Insurance (Q3002174) (← links)
- Efficient hedging for equity-linked life insurance contracts with stochastic interest rate (Q3119615) (← links)
- On polynomial extension of t-distribution and its financial applications (Q3119620) (← links)
- Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling (Q3119627) (← links)
- On stocks and interest rates modeling in long-range dependent environment (Q3119639) (← links)
- Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time (Q3119649) (← links)
- (Q3149692) (← links)
- Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model (Q3193138) (← links)
- On the probabilities of “large deviations” for multidimensional martingales (Q3200325) (← links)
- The Disorder Problem for Semimartingales (Q3203883) (← links)
- Stochastic equations and krylov's estimates for semimartingales (Q3326551) (← links)
- (Q3358094) (← links)
- On Comparison Theorem and its Applications to Finance (Q3400714) (← links)
- (Q3441240) (← links)
