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Publications by Albert N. Shiryaev

Kolmogorov’s Equations for Jump Markov Processes With Unbounded Jump Rates

Annals of Operations Research

Management Science

Decision Sciences

Operations Research

English

The Cumulant Process and Esscher's Change of Measure

Finance and Stochastics

English

Foreword

Annales Academiae Scientiarum Fennicae Series A I Mathematica

English

A Barrier Version of the Russian Option

English

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Asset Quality Misrepresentation by Financial Intermediaries: Evidence From the RMBS Market

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