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Items where Author is "Shiryaev, Albert N."

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Article

Gapeev, Pavel V. and Shiryaev, Albert N. (2011) On the sequential testing problem for some diffusion processes. Stochastics: an International Journal of Probability and Stochastic Processes, 83 (4-6). pp. 519-535. ISSN 1744-2508

Monograph

Shiryaev, Albert N., Zhitlukhin, Mikhail N., Ziemba, Bill and Ziemba, William T. (2014) Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013. SRC Discussion Paper (No 20). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Shiryaev, Albert N., Zhitlukhin, M. V. and Ziemba, William T. (2013) When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model. SRC Discussion Paper (No 5). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

This list was generated on Mon Apr 22 01:40:09 2019 BST.