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Albert Shiryaev
Albert Shiryaev
Подтвержден адрес электронной почты в домене mi.ras.ru
Название
Процитировано
Процитировано
Год
Limit theorems for stochastic processes
J Jacod, A Shiryaev
Springer Science & Business Media, 2013
78952013
Probability-1
AN Shiryaev
Springer, 2016
54712016
Statistics of random processes: General theory
RS Liptser, AN Shiri︠a︡ev
Springer-verlag, 1977
46331977
Optimal stopping rules
AN Shiryaev
Springer Science & Business Media, 2007
20802007
Optimal stopping and free-boundary problems
G Peskir, A Shiryaev
Optimal Stopping and Free-Boundary Problems, 123-142, 2006
16822006
Essentials of stochastic finance: facts, models, theory
AN Shiryaev
World scientific, 1999
16031999
On optimum methods in quickest detection problems
AN Shiryaev
Theory of Probability & Its Applications 8 (1), 22-46, 1963
11211963
Statistics of random processes II: Applications
RS Liptser, AN Shiryaev
Springer Science & Business Media, 2013
11142013
Optimization of the flow of dividends
M Jeanblanc-Picqué, AN Shiryaev
Uspekhi Matematicheskikh Nauk 50 (2), 25-46, 1995
4531995
On a method of calculation of semi-invariants
VP Leonov, AN Shiryaev
Theory of Probability & its applications 4 (3), 319-329, 1959
4161959
Statistical sequential analysis: Optimal stopping rules
AN Širjaev, AN Širjaev, AN Širjaev, AN Širjaev
American Mathematical Society, 1973
4001973
The Russian option: reduced regret
L Shepp, AN Shiryaev
The Annals of Applied Probability 3 (3), 631-640, 1993
3371993
The cumulant process and Esscher's change of measure
J Kallsen, AN Shiryaev
Finance and stochastics 6, 397-428, 2002
3202002
No-arbitrage, change of measure and conditional Esscher transforms
H Bühlmann, F Delbaen, P Embrechts, AN Shiryaev
CWI quarterly 9 (4), 291-317, 1996
2741996
Veroyatnost’(Probability)
AN Shiryaev
Nauka, Moscow, USSR. Reseived 13, 17, 1980
260*1980
Local martingales and the fundamental asset pricing theorems in the discrete-time case
J Jacod, AN Shiryaev
Finance and stochastics 2, 259-273, 1998
2521998
The problem of the most rapid detection of a disturbance in a stationary process
AN Shiryaev
Soviet Math. Dokl 2 (795-799), 103, 1961
2471961
A new look at pricing of the” russian option “
LA Shepp, AN Shiryaev
Theory of Probability & Its Applications 39 (1), 103-119, 1995
1961995
Change of time and change of measure
OE Barndorff-Nielsen, AN Shiryaev
World Scientific Publishing Company, 2015
1912015
Thou shalt buy and hold
A Shiryaev, Z Xu¶, XY Zhou
Quantitative finance 8 (8), 765-776, 2008
1712008
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