95 citations to 10.1080/14697680802563732 (Crossref Cited-By Service)
  1. Min Dai, Yifei Zhong, “OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE”, Mathematical Finance, 22, no. 1, 2012, 165  crossref
  2. Florin Avram, Danijel Grahovac, Ceren Vardar-Acar, “TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems”, ESAIM: PS, 24, 2020, 454  crossref
  3. Eddie C. M. HUI, Ka Kwan Kevin CHAN, “A NEW TIME-DEPENDENT TRADING STRATEGY FOR SECURITIZED REAL ESTATE AND EQUITY INDICES”, International Journal of Strategic Property Management, 24, no. 1, 2017, 64  crossref
  4. Pieter Allaart, “A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk”, Journal of Applied Probability, 47, no. 4, 2010, 1072  crossref
  5. Eddie C.M. Hui, Ka Kwan Kevin Chan, “Alternative trading strategies to beat “buy-and-hold””, Physica A: Statistical Mechanics and its Applications, 534, 2019, 120800  crossref
  6. Eddie C. M. Hui, Ka Kwan Kevin Chan, “NEW TESTS OF CALENDAR EFFECTS ON EQUITY AND SECURITIZED REAL ESTATE MARKETS”, International Journal of Strategic Property Management, 22, no. 4, 2018, 314  crossref
  7. Yu-Jui Huang, Adrien Nguyen-Huu, Xun Yu Zhou, “Stopping Behaviors of Naive and Non-Committed Sophisticated Agents When They Distort Probability”, SSRN Journal, 2017  crossref
  8. Erik Ekström, Martin Vannestål, “Momentum liquidation under partial information”, J. Appl. Probab., 53, no. 2, 2016, 341  crossref
  9. YUE LIU, NICOLAS PRIVAULT, “SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL”, Int. J. Theor. Appl. Finan., 20, no. 03, 2017, 1750018  crossref
  10. A. L. Vorob’ev, “Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum”, Moscow Univ. Math. Bull., 70, no. 4, 2015, 149  crossref
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