Alexander Melnikov
According to our database1,
Alexander Melnikov
authored at least 10 papers
between 2005 and 2020.
Collaborative distances:
Collaborative distances:
Timeline
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Book In proceedings Article PhD thesis Dataset OtherLinks
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Bibliography
2020
2017
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time.
Risk Decis. Anal., 2017
2015
2014
Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling.
Risk Decis. Anal., 2014
Risk Decis. Anal., 2014
2013
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate.
Risk Decis. Anal., 2013
Risk Decis. Anal., 2013
2011
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011
2005
Finance Stochastics, 2005