Author: "Albert N Shiryaev" / Journal: finance stochastics - Searchworks@Jio Institute Digital Library Search Results

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Your search keyword '"Albert N Shiryaev"' showing total 4 results

Start Over Author "Albert N Shiryaev" Journal finance stochastics

4 results on '"Albert N Shiryaev"'

1. On the duality principle in option pricing: semimartingale setting.

Author: Ernst Eberlein, Antonis Papapantoleon, and Albert N. Shiryaev
Published: 2008
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2. The cumulant process and Esscher's change of measure.

Author: Jan Kallsen and Albert N. Shiryaev
Published: 2002
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3. Local martingales and the fundamental asset pricing theorems in the discrete-time case.

Author: Jean Jacod and Albert N. Shiryaev
Published: 1998
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4. Editorial.

Author: Albert N. Shiryaev, Steven E. Shreve, and Dieter Sondermann
Published: 2001
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