Albert N. SHIRYAEV Steklov Mathematical Institute Optimal stopping procedures in FINANCIAL MODELS with

Source URL: cemapre.iseg.ulisboa.pt

Selected Publications: Monographs: Sequential Control with Incomplete Information: The Bayesian Approach to Many-Armed Bandit Problems, Academic Press, 1990, 266 p., English translation of: Moscow, Nauka, 1982, 256 p., (

Source URL: mse-msu.ru

• Stochastic optimization
• Dynamic programming
• Albert Shiryaev
• Stochastic
• Optimal control
• Multi-armed bandit
• Optimal stopping
• Mathematical finance
• Applied mathematics
• Statistics
• Mathematical optimization
• Operations research

A unified "Bang-Bang" Principle with respect to a class of non-anticipative benchmarks Phillip Yam (Joint work with Prof. S. P. Yung (Math, HKU), W. Zhou (Math, HKU), John Wright (Math, HKU), Prof. Eddie Hui (BRE, HKPU))

Source URL: www.fields.utoronto.ca

• Economics
• Financial economics
• Stock
• Albert Shiryaev
• Secretary problem
• Statistics
• Stock market
• Corporate finance

Bibliothèque nationale de France direction des collections Département sciences et techniques UN TEXTE, UN MATHEMATICIEN KOLMOGOROV,

Source URL: smf.emath.fr

• Fluid dynamics
• Aerodynamics
• Chaos theory
• Transport phenomena
• Turbulence
• Andrey Kolmogorov
• Albert Shiryaev
• Science
• Physics
• Fluid mechanics

A Practitioner’s Guide to Mathematical Finance PETER C ARR , PH D Head of Quantitative Financial Research, Bloomberg LP, New York

Source URL: www.pstat.ucsb.edu

• Science
• Quantitative analyst
• Applied mathematics
• Albert Shiryaev
• Computational finance
• Mathematics
• Nicole El Karoui
• Differential equation
• Black–Scholes
• Mathematical finance
• Mathematical sciences
• Financial economics

PDF Document

Source URL: statmath.wu-wien.ac.at

• Stochastic calculus
• Itō calculus
• Wiener process
• Mathematical finance
• Stochastic differential equation
• Semimartingale
• Girsanov theorem
• Quadratic variation
• Albert Shiryaev
• Statistics
• Stochastic processes
• Martingale theory