Alexander Melnikov

According to our database1, Alexander Melnikov authored at least 9 papers between 2005 and 2018.

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Timeline

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Bibliography

2018
Computable Polish Group Actions.
J. Symb. Log., 2018

2017
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time.
Risk and Decision Analysis, 2017

Computable Functors and Effective interpretability.
J. Symb. Log., 2017

2014
Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling.
Risk and Decision Analysis, 2014

On stocks and interest rates modeling in long-range dependent environment.
Risk and Decision Analysis, 2014

2013
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate.
Risk and Decision Analysis, 2013

On polynomial extension of t-distribution and its financial applications.
Risk and Decision Analysis, 2013

2011
Signal invariance and trajectory steering problem for an autonomous wheeled robot.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

2005
On option pricing in binomial market with transaction costs.
Finance and Stochastics, 2005


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