On option pricing in binomial market with transaction costs. - Alexander Melnikov; Yury G. Petrachenko (Finance Stochastics, 2005)

Signal invariance and trajectory steering problem for an autonomous wheeled robot. - Vladimir A. Yakubovich; Alexander Melnikov; Anton V. Proskurnikov; Roman Luchin (CDC/ECC, 2011)

On polynomial extension of t-distribution and its financial applications. - Hao Li; Alexander Melnikov (Risk Decis. Anal., 2013)

Efficient hedging for equity-linked life insurance contracts with stochastic interest rate. - Alexander Melnikov; Shuo Tong (Risk Decis. Anal., 2013)

On stocks and interest rates modeling in long-range dependent environment. - Alexander Melnikov; Yuliya Mishura (Risk Decis. Anal., 2014)

Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling. - Alexander Melnikov; Shuo Tong (Risk Decis. Anal., 2014)

On macrohedging problem in semimartingale markets. - Mohamed N. Abdelghani; Alexander Melnikov (Frontiers Appl. Math. Stat., 2015)

CVaR hedging under stochastic interest rate. - Angela Tsao; Xiang Shi; Alexander Melnikov (Frontiers Appl. Math. Stat., 2015)

Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time. - Anna Glazyrina; Alexander Melnikov (Risk Decis. Anal., 2017)

Captum: A unified and generic model interpretability library for PyTorch. - Narine Kokhlikyan; Vivek Miglani; Miguel Martin 001; Edward Wang; Bilal Alsallakh; Jonathan Reynolds; Alexander Melnikov; Natalia Kliushkina; Carlos Araya; Siqi Yan; Orion Reblitz-Richardson (CoRR, 2020)