6 citations to 10.1007/978-3-662-04790-3_14 (Crossref Cited-By Service)

1. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, J. Appl. Probab., 44, no. 03, 2007, 713  
2. Pavel Gapeev, “Discounted optimal stopping for maxima in diffusion models with finite horizon”, Electron. J. Probab., 11, no. none, 2006  
3. Pavel V. Gapeev, “Perpetual barrier options in jump-diffusion models”, Stochastics, 79, no. 1-2, 2007, 139  
4. Pavel V. Gapeev, “Solving the dual Russian option problem by using change‐of‐measure arguments”, High Frequency, 2, no. 2, 2019, 76  
5. Pavel V. Gapeev, Libo Li, “Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information”, SIAM J. Finan. Math., 13, no. 3, 2022, 773  
6. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, Journal of Applied Probability, 44, no. 3, 2007, 713