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Publications in Math-Net.Ru |
Citations |
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2013 |
| 1. |
A. Basse-O'Connor, S.-E. Graversen, J. Pedersen, “Stochastic integration on the real line”, Teor. Veroyatnost. i Primenen., 58:2 (2013), 355–380     ; Theory Probab. Appl., 58:2 (2014), 193–215   |
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2006 |
| 2. |
S. Graversen, A. N. Shiryaev, M. Yor, “On the problem of stochastic integral representations of functionals of the Browning motion. II”, Teor. Veroyatnost. i Primenen., 51:1 (2006), 64–77 ; Theory Probab. Appl., 51:1 (2007), 65–77 |
7
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2000 |
| 3. |
S. E. Graversen, G. Peskir, A. N. Shiryaev, “Stopping Brownian motion without anticipation as close as possible to its ultimate maximum”, Teor. Veroyatnost. i Primenen., 45:1 (2000), 125–136 ; Theory Probab. Appl., 45:1 (2001), 41–50 |
60
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1997 |
| 4. |
S. Graversen, G. Peskir, “On the Russian option: The expected waiting time”, Teor. Veroyatnost. i Primenen., 42:3 (1997), 564–575 ; Theory Probab. Appl., 42:3 (1998), 416–425 |
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