Albert N. Shiryaev
According to our database^{1},
Albert N. Shiryaev
authored at least 7 papers
between 1998 and 2017.
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Bibliography
2017
Preface.
Int. J. Comput. Math., 2017
2013
Sufficiency of Markov policies for continuoustime Markov decision processes and solutions to Kolmogorov's forward equation for jump Markov processes.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013
2011
Optimal Stopping Rules.
Proceedings of the International Encyclopedia of Statistical Science, 2011
2008
On the duality principle in option pricing: semimartingale setting.
Finance and Stochastics, 2008
2002
The cumulant process and Esscher's change of measure.
Finance and Stochastics, 2002
2001
Editorial.
Finance and Stochastics, 2001
1998
Local martingales and the fundamental asset pricing theorems in the discretetime case.
Finance and Stochastics, 1998