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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
Kabanov, Jurij M. (ed.); Širjaev, Alʹbert N. (honouree);  … - 2006
Persistent link: https://www.econbiz.de/10003204148
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Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N. - 1999
Persistent link: https://www.econbiz.de/10001375629
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The cumulant process and Esscherś change of measure
Kallsen, Jan; Širjaev, Alʹbert N. - In: Finance and stochastics 6 (2002) 4, pp. 397-428
Persistent link: https://www.econbiz.de/10001702776
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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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Stochastic finance
Širjaev, Alʹbert N. (ed.);  … - International Conference on Stochastic Finance <2004, … - 2006
Persistent link: https://www.econbiz.de/10013487361
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Change of time and change of measure
Barndorff-Nielsen, Ole E.; Širjaev, Alʹbert N. - 2010
Persistent link: https://www.econbiz.de/10009237173
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Disorder detection problems with applications in finance
Širjaev, Alʹbert N.; Zhitlukhin, M. V. - 2012
Persistent link: https://www.econbiz.de/10009725328
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Sufficiency of Markov policies for continuous-time jump Markov decision processes
Feinberg, Eugene A.; Mandava, Manasa; Širjaev, Alʹbert N. - In: Mathematics of operations research 47 (2022) 2, pp. 1266-1286
Persistent link: https://www.econbiz.de/10013365293