Novikov Aleksandr Aleksandrovich

Presentations in Math-Net.Ru

1. On maximal inequalities for Ornstein-Uhlenbeck processes with jumps
   Alex Novikov, Nino Kordzakhia
   International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
   May 22, 2021 10:00   
2. First passage time problems: martingale approach revised
   A. A. Novikov
   Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary
   October 14, 2014 14:30   
3. Lower and upper bounds for Asian-type options: a unified approach
   Alexander Novikov
   International conference "Advanced Finance and Stochastics"
   June 24, 2013 12:10   
4. An approach to calculating the variance of Pitman estimators
   A. A. Novikov, N. E. Kordzahiya
   Principle Seminar of the Department of Probability Theory, Moscow State University
   February 9, 2011 16:45