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Shiryaev, Albert
Albert Shiryaev
Albert Nikolayevich Shiryaev
(; born October 12, 1934) is a
Soviet
and Russian
mathematician
. He is known for his work in
probability
theory,
statistics
and
financial mathematics
.
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1
Optimal Stopping Rules
by
Shiryaev
,
Albert
N.
Published in
Springer e-books
(2008)
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2
Optimal Stopping and Free-Boundary Problems
by
Peskir, Goran
Published in
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(2006)
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3
Mathematical Control Theory and Finance
by
Sarychev, Andrey
Published in
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(2008)
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Related Subjects
mathematics
Distribution (Probability theory)
Finance
Probability Theory and Stochastic Processes
Quantitative Finance
Banks and banking
Calculus of Variations and Optimal Control
Differential equations, partial
Economics
Finance /Banking
Mathematical optimization
Partial Differential Equations
Statistics
Statistics for Business/Economics/Mathematical Finance/Insurance
Systems Theory, Control
Systems theory
optimization
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