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Spiryaev, Maksim Aleksandrovich

Birth date: 12.07.1986
E-mail:
Keywords: duality, optimal stopping.

Subject:

Additive and multiplicative dual representations in optimal stopping problems.


https://www.mathnet.ru/eng/person35365
List of publications on Google Scholar

Publications in Math-Net.Ru Citations
2012
1. M. A. Spiryaev, “Properties of Kagi and Renko Moments for Homogeneous Diffusion Processes”, Mat. Zametki, 91:2 (2012),  270–284  mathnet  mathscinet  elib; Math. Notes, 91:2 (2012), 259–271  isi  elib  scopus
2. M. A. Spiryaev, “Some properties of Kagi and Renko moments for Brownian motion”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2012, no. 2,  29–34  mathnet; Moscow University Mathematics Bulletin, 67:2 (2012), 74–78  scopus
2011
3. M. A. Spiryaev, “On some properties of Kagi and Renko strategies for random walk”, Teor. Veroyatnost. i Primenen., 56:2 (2011),  279–300  mathnet  mathscinet  elib; Theory Probab. Appl., 56:2 (2011), 280–298  isi  elib  scopus 2

Presentations in Math-Net.Ru
1. О стохастических свойствах моделей Каги и Ренко
M. A. Spiryaev
Principle Seminar of the Department of Probability Theory, Moscow State University
September 21, 2011 16:45

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