Albert N. Shiryaev

According to our database1, Albert N. Shiryaev authored at least 7 papers between 1998 and 2017.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

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Bibliography

2017
Preface.
Int. J. Comput. Math., 2017

2013
Sufficiency of Markov policies for continuous-time 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 discrete-time case.
Finance and Stochastics, 1998


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