Browsing byAuthorBorovkov, K
Showing results 1 to 8 of 8
Issue Date | Title | Author(s) |
2017-01-02 | Bounds for expected maxima of Gaussian processes and their discrete approximations | Borovkov, K; Mishura, Y; Novikov, A; Zhitlukhin, M |
2010-01 | Continuity Theorems in Boundary Crossing Problems for Diffusion Processes | Borovkov, K; Downes, AN; Novikov, A; Chiarella, C; Novikov, A |
2005-03-01 | Explicit bounds for approximation rates of boundary crossing probabilities for the wiener process | Borovkov, K; Novikov, A |
2011-01-01 | Jump-diffusion modeling in emission markets | Borovkov, K; Decrouez, G; Hinz, J |
2018-06-01 | New and refined bounds for expected maxima of fractional Brownian motion | Borovkov, K; Mishura, Y; Novikov, A; Zhitlukhin, M |
2002-01 | On a new approach to calculating expectations for option pricing | Borovkov, K; Novikov, A |
2001-07-01 | On a piece-wise deterministic Markov process model | Borovkov, K; Novikov, A |
2008-09-01 | On exit times of Levy-driven Ornstein-Uhlenbeck processes | Borovkov, K; Novikov, A |