A. Mel'nikov

Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation

A. Mel'nikov, 1996 .

Toward the theory of pricing of options of both European and American types. II: Continuous time

A. Shiryaev, Y. Kabanov, A. Mel'nikov, 1995 .

Numerical Instruments for the Analysis of Secular Dynamics of Exoplanetary Systems

A. Mel'nikov, 2018, Solar System Research.

Experience in Agent-Based Modeling of Interregional Value Chains

A. Mel'nikov, E. Lukin, T. Anosova, 2020 .

Randomized Machine Learning Algorithms to Forecast the Evolution of Thermokarst Lakes Area in Permafrost Zones

A. Mel'nikov, A. Popkov, Y. Dubnov, 2023, Automation and Remote Control.

Toward the Theory of Pricing of Options of Both European and American Types. I. Discrete time

Albert N. Shiryaev, Yu. M. Kabanov, A. Shiryaev, 1995 .