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Melnikov, Aleksandr Viktorovich
Statistics Math-Net.Ru
Total publications: 18
Scientific articles: 15
Presentations: 2

Number of views:
This page:4234
Abstract pages:8814
Full texts:3734
References:332
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https://www.mathnet.ru/eng/person17322
List of publications on Google Scholar
https://zbmath.org/authors/?q=ai:melnikov.aleksandr-v|melnikov.alexander
https://mathscinet.ams.org/mathscinet/MRAuthorID/194976
https://elibrary.ru/author_items.asp?authorid=5331

Publications in Math-Net.Ru Citations
2002
1. A. V. Melnikov, “On the Unity of Quantitative Methods of Pricing in Finance and Insurance”, Trudy Mat. Inst. Steklova, 237 (2002),  57–79  mathnet  mathscinet  zmath; Proc. Steklov Inst. Math., 237 (2002), 50–72 1
1999
2. E. Valkeila, A. V. Melnikov, “Martingale models of stochastic approximation and their convergence”, Teor. Veroyatnost. i Primenen., 44:2 (1999),  278–311  mathnet  mathscinet  zmath; Theory Probab. Appl., 44:2 (2000), 333–360  isi 4
1998
3. A. V. Melnikov, M. L. Nechaev, “On the mean-variance hedging problem”, Teor. Veroyatnost. i Primenen., 43:4 (1998),  672–691  mathnet  mathscinet  zmath; Theory Probab. Appl., 43:4 (1999), 588–603  isi 19
1996
4. A. V. Melnikov, “Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation”, Uspekhi Mat. Nauk, 51:5(311) (1996),  43–136  mathnet  mathscinet  zmath; Russian Math. Surveys, 51:5 (1996), 819–909  isi  scopus 15
1994
5. A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Melnikov, “Toward the theory of pricing of options of both European and American types. II. Continuous time”, Teor. Veroyatnost. i Primenen., 39:1 (1994),  80–129  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:1 (1994), 61–102  isi 61
6. A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Melnikov, “Toward the theory of pricing of options of both European and American types. I. Discrete time”, Teor. Veroyatnost. i Primenen., 39:1 (1994),  23–79  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:1 (1994), 14–60  isi 37
1990
7. A. V. Melnikov, “On the probabilities of “arge deviations” for multidimensional martingales”, Uspekhi Mat. Nauk, 45:2(272) (1990),  213–214  mathnet  mathscinet  zmath; Russian Math. Surveys, 45:2 (1990), 220–222  isi 2
1988
8. A. V. Melnikov, “Procedures of stochastic approximation in statistics of semimartingale type of processes”, Uspekhi Mat. Nauk, 43:4(262) (1988),  215–216  mathnet  mathscinet  zmath; Russian Math. Surveys, 43:4 (1988), 223–224  isi 1
9. A. V. Melnikov, “The Disorder Problem for Semimartingales”, Teor. Veroyatnost. i Primenen., 33:3 (1988),  621–625  mathnet  mathscinet  zmath; Theory Probab. Appl., 33:3 (1988), 578–582  isi
10. A. V. Melnikov, A. A. Novikov, “Sequential Inferences with Prescribed Accuracy for Semimartingales”, Teor. Veroyatnost. i Primenen., 33:3 (1988),  480–494  mathnet  mathscinet  zmath; Theory Probab. Appl., 33:3 (1988), 446–459  isi 7
1986
11. A. V. Melnikov, “The law of large numbers for multidimensional martingales”, Dokl. Akad. Nauk SSSR, 286:3 (1986),  546–550  mathnet  mathscinet  zmath 2
1982
12. A. V. Melnikov, “Gronwall's lemma and stochastic equations for components of semimartingales”, Mat. Zametki, 32:3 (1982),  411–423  mathnet  mathscinet  zmath; Math. Notes, 32:3 (1982), 685–692  isi
13. A. V. Mel'nikov, “Stochastic martingalelike sequences and processes”, Teor. Veroyatnost. i Primenen., 27:3 (1982),  547–551  mathnet  mathscinet  zmath; Theory Probab. Appl., 27:3 (1983), 587–591  isi 2
1979
14. A. V. Melnikov, “On the theory of stochastic equations in components of semimartingales”, Mat. Sb. (N.S.), 110(152):3(11) (1979),  414–427  mathnet  mathscinet  zmath; Math. USSR-Sb., 38:3 (1981), 381–394  isi 4
15. A. V. Mel'nikov, “On the strong solutions of stochastic differential equations with nonsmooth coefficients”, Teor. Veroyatnost. i Primenen., 24:1 (1979),  146–149  mathnet  mathscinet  zmath; Theory Probab. Appl., 24:1 (1979), 147–150  isi 4
2000
16. A. V. Melnikov, “Book review: Kallianpur G., Karandikar R. L. “Inroduction to Option Pricing Theory””, Teor. Veroyatnost. i Primenen., 45:4 (2000),  823–824  mathnet; Theory Probab. Appl., 45:4 (2001), 725–730
17. A. V. Melnikov, A. S. Cherny, “Information on the meetings of the general seminar of the Department of Probability, Faculty of Mathematics and Mechanics, Moscow State University”, Teor. Veroyatnost. i Primenen., 45:1 (2000),  203–204  mathnet; Theory Probab. Appl., 45:1 (2001), 173–174
1998
18. A. V. Melnikov, “International Conference: “Actuarial Science: Theory, Education, and Implementation””, Teor. Veroyatnost. i Primenen., 43:1 (1998),  206  mathnet

Presentations in Math-Net.Ru
1. On Mathematical Methods for Pricing of Financial Contracts
Alexander Melnikov
Colloquium of Steklov Mathematical Institute of Russian Academy of Sciences
November 14, 2019 15:30   
2. Mathematical methods of calculating of the financial and insurance contracts
A. V. Melnikov
Steklov Mathematical Institute Seminar
September 22, 2005 16:00   

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