Alex Novikov

Identifiers

• name variant Alex Novikov 0.60 · backfill

Papers (3)

1. On a representation of fractional Brownian motion and the limit distributions of statistics arising in cusp statistical models math.ST · 2017 · author #3
2. Optimal Consumption, Investment and Housing with Means-tested Public Pension in Retirement q-fin.EC · 2016 · author #3
3. On fair pricing of emission-related derivatives math.ST · 2010 · author #2

Mentions

• 1606.08984 #3 · arxiv_oai · confidence 0.70 Alex Novikov
• 1011.5792 #2 · backfill · confidence 0.70 Alex Novikov

Frequent Coauthors

• Johan G. Andreasson 1 shared papers
• Juri Hinz 1 shared papers
• Lin-Yee Hin 1 shared papers
• Nino Kordzakhia 1 shared papers
• Pavel V. Shevchenko 1 shared papers
• Yury Kutoyants 1 shared papers