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Shiryaev

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Stochastic Disorder Problems: 93 (Probability Theory and Stochastic Modelling, 93)

By Shiryaev, Albert N., Poor, H. Vincent, Iacob, Andrei

Mathematical Control Theory and Finance

By Sarychev, Andrey, Shiryaev, Albert, Guerra, Manuel, Grossinho, Maria do Rosário

Essentials of Stochastic Finance, Volume 3: Facts, Models, Theory (Advanced Series on Statistical Science & Applied Probability)

By Shiryaev, Albert N.