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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
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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
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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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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