96 citations to 10.1080/14697680802563732 (Crossref Cited-By Service)
  1. Yu‐Jui Huang, Adrien Nguyen‐Huu, Xun Yu Zhou, “General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion”, Mathematical Finance, 30, no. 1, 2020, 310  crossref
  2. Sabri Boubaker, Zhenya Liu, Yaosong Zhan, “Risk management for crude oil futures: an optimal stopping-timing approach”, Ann Oper Res, 313, no. 1, 2022, 9  crossref
  3. Jean-Louis Arcand, Max-Olivier Hongler, Daniele Rinaldo, “Increasing risk: Dynamic mean-preserving spreads”, Journal of Mathematical Economics, 86, 2020, 69  crossref
  4. Pieter C. Allaart, “Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’”, J. Appl. Probab., 49, no. 03, 2012, 806  crossref
  5. Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali, Svitlana Vyetrenko, Tucker Balch, Proceedings of the Third ACM International Conference on AI in Finance, 2022, 497  crossref
  6. A. A. Muravlev, “On a Property of the Distribution of a Brownian Motion with Drift and Its Maximum”, Theory Probab. Appl., 55, no. 2, 2011, 308  crossref
  7. Min Dai, Hanqing Jin, Yifei Zhong, Xun Yu Zhou, “Buy Low and Sell High”, SSRN Journal, 2009  crossref
  8. Renuka Venkataramani, Parthajit Kayal, “Systematic investment plans vs market-timed investments”, Macroeconomics and Finance in Emerging Market Economies, 16, no. 1, 2023, 157  crossref
  9. Min Dai, Zhou Yang, Yifei Zhong, “Optimal Stock Selling Based on the Global Maximum”, SIAM J. Control Optim., 50, no. 4, 2012, 1804  crossref
  10. Pieter C. Allaart, “Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’”, Journal of Applied Probability, 49, no. 3, 2012, 806  crossref
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