Authors: Shepp, LA Shiryaev, AN

Citation: La. Shepp et An. Shiryaev, The Russian option under conditions of a possible price 'freeze', RUSS MATH S, 56(1), 2001, pp. 179-181

Authors: Graversen, SE Shiryaev, AN

Citation: Se. Graversen et An. Shiryaev, An extension of P. Levy's distributional properties to the case of a Brownian motion with drift, BERNOULLI, 6(4), 2000, pp. 615-620

Authors: Peskir, G Shiryaev, AN

Citation: G. Peskir et An. Shiryaev, Sequential testing problems for Poisson processes, ANN STATIST, 28(3), 2000, pp. 837-859