A.N. Shiryaev

Steklov Mathematical Institute

Gubkina St. 8

Moscow, 117966

  • Steklov Mathematical Institute

SCHOLARLY PAPERS

2

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305

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3

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Scholarly Papers (2)

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1.

Land and Stock Bubbles, Crashes and Exit Strategies In Japan Circa 1990 and in 2013

Number of pages: 57 Posted: 28 Oct 2013
A.N. Shiryaev, Mikhail Zhitlukhin and William T. Ziemba
Steklov Mathematical Institute, Steklov Mathematical Institute and University of British Columbia (UBC) - Sauder School of Business
Downloads 305 (160,242)
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bubble, disorder model, change point detection, bond-stock model, Nikkei Stock Average, golf course membership index

2.

Local Martingales and the Fundamental Asset Pricing Theorems in the Discrete-Time Case

Posted: 16 Jul 1998
Jean Jacod and A.N. Shiryaev
Université Paris VI Pierre et Marie Curie and Steklov Mathematical Institute

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