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Название: Quickest Detection Problems in the Technical Analysis of the Financial Data
Автор: Shiryaev A.N.
This paper is based on the material prepared for the First International Congress of the Bachelier Finance Society (Paris, June 28-July 1, 2000). The author delivered a talk at the Congress as an invited speaker. The pattern of this paper is similar to that of the talk at the Congress. Namely, we present the formulations of the problems, the statements of the results and the sketches of the proofs