Alexander Novikov

Journal of Applied Probability · with Borovkov · 2002–2005

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Whom Alexander Novikov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Sebastian Raible
  2. Klaus Pötzelberger
  3. Dilip B Madan 5
  4. Liqun Wang

Who trusts Alexander Novikov overall

  1. Antonis Papapantoleon
  2. Liqun Wang
  3. Daniel Dufresne
  4. Ernst Eberlein
  5. Klaus Pötzelberger

Papers from Alexander Novikov's perspective

Ordered by how strongly the researchers Alexander Novikov trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Variance Gamma Process and Option Pricing
  2. Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
  3. Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
  4. Boundary crossing probability for Brownian motion (Journal of Applied Probability)
  5. Application of Generalized Hyperbolic Lévy Motions to Finance
  6. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  7. EXPLICIT BOUNDS FOR APPROXIMATION RATES OF BOUNDARY CROSSING PROBABILITIES FOR THE WIENER PROCESS
  8. Brownian Motion and Stochastic Calculus
  9. Numerical Solution of Stochastic Differential Equations
  10. Lévy Processes in Finance: Pricing Financial Derivatives

Their papers