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» Albert Shiryaev
Albert Shiryaev
[Math.PR] 9 Dec 2004
Stochastics, Statistics, Financial Mathematics 13-15 October, 2014, Steklov Mathematical Institute, Moscow Conference Program
Curriculum Vitae
Variance Risk Premium Dynamics: the Role of Jumps∗
Optimal Sequential Decisions in Hidden-State Models
An Inverse Optimal Stopping Problem for Diffusion Processes August 8, 2017
Limit Theorems for Power Variations of Pure-Jump Processes with Application to Activity Estimation∗
2007 Annual Report
Optimal Stopping Problems with Applications to Mathematical Finance
From Stochastic Calculus to Mathematical Finance Yu
Advanced Methods in Mathematical Finance
Relations Between Information and Estimation: a Unified View
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation Ole E
Obituary Andrei Nikolaevich Kolmogorov
Analysis, Geometry and Probability
Probability & Statistics
A Guide to Brownian Motion and Related Stochastic Processes
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