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Search: person:"Širjaev, Al¤bert N."
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Theorie
16
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9
Stochastic process
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6
Option pricing theory
4
Optionspreistheorie
4
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Alʹbert N. Širjaev
1
Apfel
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Apple
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Borel
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Širjaev, Alʹbert N.
21
Širjaev, Al¤bert N.
4
Grossinho, Maria do Rosário
3
Novikov, Alexander
2
Shepp, Larry A.
2
Zhitlukhin, M. V.
2
Barndorff-Nielsen, Ole E.
1
Cendón, Carlos Vázquez
1
Coulon, Christoph Reisinger Michael
1
Eberlein, Ernst
1
Ehrhardt, Matthias
1
Esquível, Manuel L.
1
Feinberg, Eugene A.
1
Greenwood, Priscilla E.
1
Guerra, Manuel
1
Hout, Karel J. in 't
1
Jacod, Jean
1
Kabanov, Jurij M.
1
Kallsen, Jan
1
Lipster, Robert
1
Mandava, Manasa
1
Oliveira, Paulo E.
1
Oosterlle, Cornelis
1
Papapantoleon, Antonis
1
Peskir, Goran
1
Sarychev, Andrej
1
Sarychev, Andrey
1
Stojanov, Jordan M.
1
Sulem, Agnès
1
Touzi, Nizar
1
Ziemba, William T.
1
Zryumov, Pavel Y.
1
Širjajev, Alʹbert Nikolaevič
1
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Centre for Analytical Finance <Århus>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
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Advanced series on statistical science & applied probability
3
Finance and stochastics
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied mathematical finance
1
Economics discussion paper series : EDP
1
Graduate texts in mathematics
1
Hochschulbücher für Mathematik
1
Journal of economic dynamics & control
1
Mathematical control theory and finance
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematics of operations research
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Stochastics monographs : theory and applications of stochastic processes
1
The journal of portfolio management : a publication of Institutional Investor
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
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ECONIS (ZBW)
21
USB Cologne (EcoSocSci)
4
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1
Sufficiency of Markov policies for continuous-time jump Markov decision processes
Feinberg, Eugene A.
;
Mandava, Manasa
;
Širjaev, Alʹbert N.
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1266-1286
Persistent link: https://www.econbiz.de/10013365293
Saved in:
2
Special issue: Second international conference on computional finance
Grossinho, Maria do Rosário
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012129189
Saved in:
3
When to sell Apple and the NASDAQ? : trading bubbles with a stochastic disorder model
Širjaev, Alʹbert N.
;
Zhitlukhin, M. V.
;
Ziemba, William T.
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 54-63
Persistent link: https://www.econbiz.de/10010365108
Saved in:
4
On a solution of the optimal stopping problem for processes with independent increments
Novikov, Alexander
;
Širjaev, Alʹbert N.
-
2006
Persistent link: https://www.econbiz.de/10003361829
Saved in:
5
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15,...
Kabanov, Jurij M.
(
ed.
);
Širjaev, Alʹbert N.
(
honouree
); …
-
2006
Persistent link: https://www.econbiz.de/10003204148
Saved in:
6
Disorder detection problems with applications in finance
Širjaev, Alʹbert N.
;
Zhitlukhin, M. V.
-
2012
Persistent link: https://www.econbiz.de/10009725328
Saved in:
7
On an effective solution of the optimal stopping problem for random walks
Novikov, Alexander
;
Širjaev, Alʹbert N.
-
2004
Persistent link: https://www.econbiz.de/10002253963
Saved in:
8
Change of time and change of measure
Barndorff-Nielsen, Ole E.
;
Širjaev, Alʹbert N.
-
2010
Persistent link: https://www.econbiz.de/10009237173
Saved in:
9
On the linear and nonlinear generalized Bayesian disorder problem (discrete time case)
Širjaev, Alʹbert N.
;
Zryumov, Pavel Y.
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 227-235)
.
2009
Persistent link: https://www.econbiz.de/10003948906
Saved in:
10
Generalized Bayesian nonlinear quickest detection problems : on Markov family of sufficient statistics
Širjaev, Alʹbert N.
- In:
Mathematical control theory and finance
,
(pp. 377-386)
.
2008
Persistent link: https://www.econbiz.de/10003755896
Saved in:
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