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ORCIDAlbert N. Shiryaev
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Journal Articles
- 2022
[j7]Eugene A. Feinberg, Manasa Mandava
, Albert N. Shiryaev:
Kolmogorov's equations for jump Markov processes with unbounded jump rates. Ann. Oper. Res. 317(2): 587-604 (2022)- [j6]Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev:
Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes. Math. Oper. Res. 47(2): 1266-1286 (2022) - 2017
- [j5]Matthias Ehrhardt, Maria do Rosário Grossinho, Daniel Sevcovic, Albert N. Shiryaev:
Preface. Int. J. Comput. Math. 94(11): 2145-2146 (2017) - 2008
- [j4]Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev:
On the duality principle in option pricing: semimartingale setting. Finance Stochastics 12(2): 265-292 (2008) - 2002
- [j3]Jan Kallsen, Albert N. Shiryaev:
The cumulant process and Esscher's change of measure. Finance Stochastics 6(4): 397-428 (2002) - 2001
- [j2]Albert N. Shiryaev, Steven E. Shreve, Dieter Sondermann:
Editorial. Finance Stochastics 5(1): 1-2 (2001) - 1998
- [j1]Jean Jacod, Albert N. Shiryaev:
Local martingales and the fundamental asset pricing theorems in the discrete-time case. Finance Stochastics 2(3): 259-273 (1998)
Conference and Workshop Papers
- 2013
- [c1]Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev:
Sufficiency of Markov policies for continuous-time Markov decision processes and solutions to Kolmogorov's forward equation for jump Markov processes. CDC 2013: 5728-5732
Reference Works
- 2011
- [r1]Albert N. Shiryaev:
Optimal Stopping Rules. International Encyclopedia of Statistical Science 2011: 1032-1034
Coauthor Index
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