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~person:"Širjaev, Alʹbert N."
~type_genre:"Aufsatz im Buch"
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Širjaev, Alʹbert N.
Mortensen, Dale
3
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3
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3
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3
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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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
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2
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:
3
A barrier version of the Russian option
Shepp, Larry A.
;
Širjaev, Alʹbert N.
;
Sulem, Agnès
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 271-284)
.
2002
Persistent link: https://www.econbiz.de/10001672243
Saved in:
4
Quickest detection problems in the technical analysis of the financial data
Širjaev, Alʹbert N.
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 487-521)
.
2002
Persistent link: https://www.econbiz.de/10001679466
Saved in:
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