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Problems in probability
by
Shiri͡aev, A. N.
2012
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Prokhorov and contemporary probability theory
2013
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Optimal stopping rules
by
Shiri͡aev, A. N.
2008
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Optimal stopping and free-boundary problems
by
Peskir, G.
2006
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From stochastic calculus to mathematical finance
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Bachelier Colloquium on Stochastic Calculus and Probability
2006
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Stochastic finance
2006
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