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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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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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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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3
Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N.
-
1999
Persistent link: https://www.econbiz.de/10001375629
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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
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5
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
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6
Contiguity and the statistical invariance principle
Greenwood, Priscilla E.
-
1985
Persistent link: https://www.econbiz.de/10000732431
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7
Local martingales and the fundamental asset pricing theorems in the discrete-time case
Jacod, Jean
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 259-273
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A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
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2000
-
[Elektronische Resource]
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9
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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Stochastic finance
Širjaev, Alʹbert N.
(
ed.
); …
-
International Conference on Stochastic Finance <2004, …
-
2006
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