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Disorder detection problems with applications in finance

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  • A. N. ShiryaevM. V. Zhitlukhin
  • M. V. Zhitlukhin

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  • A. N. ShiryaevM. V. Zhitlukhin & M. V. Zhitlukhin, 2012. "Disorder detection problems with applications in finance," Economics Discussion Paper Series 1229, Economics, The University of Manchester.
    • Handle: RePEc:man:sespap:1229
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    File URL: http://hummedia.manchester.ac.uk/schools/soss/economics/discussionpapers/EDP-1229.pdf
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    1. Gapeev, P.V. & Peskir, G., 2006. "The Wiener disorder problem with finite horizon," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1770-1791, December.
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