| Риск-менеджмент: Стохастический анализ рисков в экономике финансов и страхования Мельников, А.В. АНКИЛ, Москва, 2001 | 184 | 2001 |
| Математические методы финансового анализа Мельников, А.В., Попова, Н.В., Скорнякова, В.С. АНКИЛ, Москва, 2006 | 168 | 2006 |
| Risk analysis in finance and insurance A Melnikov Chapman and Hall/CRC, 2003 | 143 | 2003 |
| Математика Финансовых Обязательств Мельников, А.В.,Волков, С., Нечаев, М. ГУ ВШЭ, 2001 | 124* | 2001 |
| Toward a theory of pricing options of European and American types. II. Continuous time Shiryaev, A.N., Kabanov, Yu.M., Kramkov, D.O., Mel'nikov, A.V. Theory Probabability and its Applications 39, 61-102, 1994 | 120* | 1994 |
| Evaluating the performance of Gompertz, Makeham and Lee–Carter mortality models for risk management with unit-linked contracts A Melnikov, Y Romaniuk Insurance: Mathematics and Economics 39 (3), 310-329, 2006 | 93 | 2006 |
| К теории расчетов опционов Европейского и Американского типов.I.Дискретное время Ширяев, А.Н., Кабанов, Ю.М., Крамков, Д.О., Мельников, А.В. Теория вероятностей и ее применения 39 (1), 14-60, 1994 | 91* | 1994 |
| Toward a theory of pricing options of European and American types. I. Discrete time Shiryaev, A.N., Kabanov, Yu.M., Kramkov, D.O., Mel'nikov, A.V. Theory Probabability and its Applications 39, 14-60, 1994 | 89* | 1994 |
| On drift parameter estimation in models with fractional Brownian motion Y Kozachenko, A Melnikov, Y Mishura Statistics 49 (1), 35-62, 2015 | 69 | 2015 |
| Финансовые Рынки: Стохастический анализ и расчет производных ценных бумаг Мельников, А.В. ТВП, Москва, 1997 | 60 | 1997 |
| Financial Markets: Stochastic Analysis and the Pricing of Derivative Securities AV Mel'nikov American Mathematical Society, Translations of Mathematical Monographs 184 …, 1999 | 55 | 1999 |
| Efficient hedging and pricing of equity-linked life insurance contracts on several risky assets A Melnikov, Y Romanyuk International Journal of Theoretical and Applied Finance 11 (03), 295-323, 2008 | 48 | 2008 |
| Dynamic hedging of conditional value-at-risk A Melnikov, I Smirnov Insurance: Mathematics and Economics 51 (1), 182-190, 2012 | 47 | 2012 |
| Lyapunov exponents in the Hénon-Heiles problem II Shevchenko, AV Mel’nikov Journal of Experimental and Theoretical Physics Letters 77, 642-646, 2003 | 47 | 2003 |
| Quantile hedging and its application to life insurance A Melnikov, V Skornyakova Oldenbourg Wissenschaftsverlag GmbH 23 (4), 301-316, 2005 | 39 | 2005 |
| Stochastic equations and Krylov's estimates for semimartingales AV Mel'nikov Stochastics 10, 81-102, 1983 | 38 | 1983 |
| Quantile hedging of equity-linked life insurance policies Melnikov, A.V. Doklady Mathematics 69, 428-430, 2004 | 30 | 2004 |
| On financial markets based on telegraph processes N Ratanov, A Melnikov Stochastics: An International Journal of Probability and Stochastics …, 2008 | 27 | 2008 |
| Efficient hedging and pricing of life insurance policies in a jump-diffusion model M Kirch, A Melnikov Stochastic analysis and applications 23 (6), 1213-1233, 2005 | 26 | 2005 |
| Quantile hedging for a jump-diffusion financial market model Krutchenko, R. N., Mel'nikov, A.V. Trends in Mathematics, Mathematical Finance, 215-229, 2001 | 25* | 2001 |
Mohamed AbdelghaniMorgan Stanley & University of Alberta在 ualberta.ca 的电子邮件经过验证
