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Alexander Melnikov
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2020 – today
- 2020
- [i1]Narine Kokhlikyan, Vivek Miglani, Miguel Martin, Edward Wang, Bilal Alsallakh, Jonathan Reynolds, Alexander Melnikov, Natalia Kliushkina, Carlos Araya, Siqi Yan, Orion Reblitz-Richardson:
Captum: A unified and generic model interpretability library for PyTorch. CoRR abs/2009.07896 (2020)
2010 – 2019
- 2017
- [j8]Anna Glazyrina
, Alexander Melnikov:
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time. Risk Decis. Anal. 6(2): 167-175 (2017) - 2015
- [j7]Angela Tsao, Xiang Shi, Alexander Melnikov:
CVaR hedging under stochastic interest rate. Frontiers Appl. Math. Stat. 1: 2 (2015) - [j6]Mohamed N. Abdelghani, Alexander Melnikov:
On macrohedging problem in semimartingale markets. Frontiers Appl. Math. Stat. 1: 3 (2015) - 2014
- [j5]Alexander Melnikov, Shuo Tong:
Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling. Risk Decis. Anal. 5(1): 23-41 (2014) - [j4]Alexander Melnikov, Yuliya Mishura
On stocks and interest rates modeling in long-range dependent environment. Risk Decis. Anal. 5(4): 177-187 (2014) - 2013
- [j3]Alexander Melnikov, Shuo Tong:
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate. Risk Decis. Anal. 4(3): 207-223 (2013) - [j2]Hao Li, Alexander Melnikov:
On polynomial extension of t-distribution and its financial applications. Risk Decis. Anal. 4(4): 255-266 (2013) - 2011
- [c1]Vladimir A. Yakubovich, Alexander Melnikov, Anton V. Proskurnikov
Signal invariance and trajectory steering problem for an autonomous wheeled robot. CDC/ECC 2011: 3344-3349
2000 – 2009
- 2005
- [j1]Alexander Melnikov, Yury G. Petrachenko:
On option pricing in binomial market with transaction costs. Finance Stochastics 9(1): 141-149 (2005)
Coauthor Index
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