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From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift
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  • English
  • Year: 2006
  • Author: Yuri Kabanov, Robert Liptser, Jordan Stoyanov (auth.)
From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift
  • PDF
  • English
  • Year: 2006
  • Author: Yu. Kabanov, R. Liptser, J. Stoyanov
Markets with Transaction Costs: Mathematical Theory
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  • English
  • Year: 2010
  • Author: Yuri Kabanov, Mher Safarian (auth.)
Markets with transaction costs: Mathematical theory
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  • English
  • Year: 2010
  • Author: Yuri Kabanov, Mher Safarian (auth.)
Two-Scale Stochastic Systems: Asymptotic Analysis and Control
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  • English
  • Year: 2003
  • Author: Yuri Kabanov, Sergei Pergamenshchikov (auth.)
Statistics of Random Processes: I. General Theory
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  • English
  • Year: 2001
  • Author: Robert S. Liptser, Albert N. Shiryaev (auth.)