Alexander Melnikov

Identifiers

• name variant Alexander Melnikov 0.60 · backfill

Papers (9)

1. Martingale-like sequences in Banach lattices math.PR · 2019 · author #2
2. Random Subgroups of Rationals cs.LO · 2019 · author #5
3. Optimization of small deviation for mixed fractional Brownian motion with trend math.PR · 2018 · author #2
4. On mean-variance hedging under partial observations and terminal wealth constraints q-fin.MF · 2017 · author #2
5. Computable functors and effective interpretability math.LO · 2015 · author #2
6. Independence in computable algebra math.LO · 2014 · author #2
7. Stochastic viability and comparison theorems for mixed stochastic differential equations math.PR · 2012 · author #1
8. On drift parameter estimation in models with fractional Brownian motion math.PR · 2011 · author #2
9. On Financial Markets Based on Telegraph Processes q-fin.TR · 2007 · author #2

Mentions

• 0712.3428 #2 · backfill · confidence 0.70 Alexander Melnikov

Frequent Coauthors

• Yuliya Mishura 4 shared papers
• Antonio Montalb\'an 2 shared papers
• Matthew Harrison-Trainor 2 shared papers
• Anne MacKay 1 shared papers
• Bakhadyr Khoussainov 1 shared papers
• Frank Stephan 1 shared papers
• Georgiy Shevchenko 1 shared papers
• Haile Gessesse 1 shared papers
• Karen Seidel 1 shared papers
• Nikita Ratanov 1 shared papers
• Russell Miller 1 shared papers
• Sanjay Jain 1 shared papers
• Vitalii Makogin 1 shared papers
• Wei Li 1 shared papers
• Yuriy Kozachenko 1 shared papers
• Ziyuan Gao 1 shared papers