Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Shiryayev, A. N."
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
16
Theory
16
Stochastic process
7
Stochastischer Prozess
7
Finanzmathematik
4
Option pricing theory
4
Optionspreistheorie
4
Search theory
4
Suchtheorie
4
Martingal
3
Martingale
3
Mathematical finance
3
Option trading
3
Optionsgeschäft
3
Probability theory
3
Wahrscheinlichkeitsrechnung
3
Bayes-Statistik
2
Bayesian inference
2
Bubbles
2
CAPM
2
Financial market
2
Finanzierungstheorie
2
Finanzmarkt
2
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
Spekulationsblase
2
Statistical theory
2
Statistische Methodenlehre
2
Stochastische Analysis
2
Alʹbert N. Širjaev
1
Arbitrage
1
Borel
1
Börsenkurs
1
Control theory
1
Dynamische Wirtschaftstheorie
1
EU countries
1
EU-Staaten
1
Economic dynamics
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
11
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
4
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
4
Sammelwerk
4
Working Paper
4
Graue Literatur
3
Konferenzschrift
3
Non-commercial literature
3
Aufsatzsammlung
2
Bibliografie
1
Conference proceedings
1
Lehrbuch
1
more ...
less ...
Language
All
English
21
Undetermined
1
Author
All
Širjaev, Alʹbert N.
21
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
Shiryayev, A. N.
1
Stojanov, Jordan M.
1
Sulem, Agnès
1
Touzi, Nizar
1
Ziemba, William T.
1
Zryumov, Pavel Y.
1
Širjajev, Alʹbert Nikolaevič
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Published in...
All
Finance and stochastics
3
Advanced series on statistical science & applied probability
2
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
International statistical review : a journal of the International Statistical Institute and its associations
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
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Mathematical control theory and finance
Sarychev, Andrey
(
contributor
);
Sarychev, Andrej
(
ed.
); …
-
2008
Persistent link: https://www.econbiz.de/10003712384
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
