Albert Shiryaev
Albert Shiryaev
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Titel
Zitiert von
Zitiert von
Jahr
Limit theorems for stochastic processes
J Jacod, A Shiryaev
Springer Science & Business Media, 2013
68282013
Statistics of random processes: I. General theory
RS Liptser, RŠ Lipcer, AN Širâev, AN Shiri︠a︡ev, AN Shiryaev
Springer Science & Business Media, 2001
39092001
Optimal stopping rules
AN Shiryaev
Springer Science & Business Media, 2007
17972007
Essentials of stochastic finance: facts, models, theory
AN Shiryaev
World scientific, 1999
14611999
Optimal stopping and free-boundary problems
G Peskir, A Shiryaev
Optimal Stopping and Free-Boundary Problems, 123-142, 2006
13362006
Statistics of random processes II: Applications
RS Liptser, AN Shiryaev
Springer Science & Business Media, 2013
10922013
On optimum methods in quickest detection problems
AN Shiryaev
Theory of Probability & Its Applications 8 (1), 22-46, 1963
9521963
Stochastic ordering and dependence in applied probability
R Szekli
Springer Science & Business Media, 2012
611*2012
Optimization of the flow of dividends
M Jeanblanc-Picqué, AN Shiryaev
Uspekhi Matematicheskikh Nauk 50 (2), 25-46, 1995
3921995
Selected Works II: Probability Theory and Mathematical Statistics
AN Kolmogorov
Springer Science & Business Media, 2012
368*2012
Statistical sequential analysis: Optimal stopping rules
AN Sirjaev, AN Shiri︠a︡ev, AN Širjaev
American Mathematical Soc., 1973
3601973
On a method of calculation of semi-invariants
VP Leonov, AN Shiryaev
Theory of Probability & its applications 4 (3), 319-329, 1959
3541959
The Russian option: reduced regret
L Shepp, AN Shiryaev
The Annals of Applied Probability 3 (3), 631-640, 1993
3051993
The cumulant process and Esscher's change of measure
J Kallsen, AN Shiryaev
Finance and stochastics 6 (4), 397-428, 2002
2982002
Statistics of Random Processes: General Theory
RS Lipster, AN Shiri︠a︡ev
2571977
No-arbitrage, change of measure and conditional Esscher transforms
H Bühlmann, F Delbaen, P Embrechts, AN Shiryaev
CWI quarterly 9 (4), 291-317, 1996
2481996
Local martingales and the fundamental asset pricing theorems in the discrete-time case
J Jacod, AN Shiryaev
Finance and stochastics 2 (3), 259-273, 1998
2311998
PROBLEM OF MOST RAPID DETECTION OF A DISTURBANCE IN SATIONARY PROCESSES
AN Shiryaev
DOKLADY AKADEMII NAUK SSSR 138 (5), 1039-&, 1961
2031961
A new look at pricing of the” russian option “
LA Shepp, AN Shiryaev
Theory of Probability & Its Applications 39 (1), 103-119, 1995
1851995
On Stefan’s problem and optimal stopping rules for Markov processes
BI Grigelionis, AN Shiryaev
Theory of Probability & Its Applications 11 (4), 541-558, 1966
1581966
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