96 citations to 10.1080/14697680802563732 (Crossref Cited-By Service)
  1. Tim Leung, Xin Li, Zheng Wang, “Optimal Starting-Stopping and Switching of a CIR Process with Fixed Costs”, SSRN Journal, 2014  crossref
  2. Chonghu Guan, Xun Li, Zuo Quan Xu, Fahuai Yi, “A stochastic control problem and related free boundaries in finance”, Mathematical Control & Related Fields, 7, no. 4, 2017, 563  crossref
  3. S. C. P. Yam, S. P. Yung, W. Zhou, “Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy”, J. Appl. Probab., 46, no. 03, 2009, 651  crossref
  4. Kristoffer Glover, Hardy Hulley, “Optimal Prediction of the Last-Passage Time of a Transient Diffusion”, SIAM J. Control Optim., 52, no. 6, 2014, 3833  crossref
  5. Pham Van Khanh, “Optimal Stopping Time to Buy an Asset When Growth Rate Is a Two-State Markov Chain”, AJOR, 04, no. 03, 2014, 132  crossref
  6. Min Dai, Qiji Jim Zhu, Qing Zhang, “Trend Following Trading Under a Regime Switching Model”, SSRN Journal, 2010  crossref
  7. Yu-Sheng Hsu, Pei-Chun Chen, Cheng-Hsun Wu, “The Optimal Limit Prices of Limit Orders under an Extended Geometric Brownian Motion with Bankruptcy Risk”, Mathematics, 9, no. 1, 2020, 54  crossref
  8. Eddie C.M. Hui, Ka Kwan Kevin Chan, “Testing calendar effects on global securitized real estate markets by Shiryaev-Zhou index”, Habitat International, 48, 2015, 38  crossref
  9. Masimba E. Sonono, Hopolang P. Mashele, “Prediction of Stock Price Movement Using Continuous Time Models”, JMF, 05, no. 02, 2015, 178  crossref
  10. Juan P. Licona-Luque, Luis F. Brenes-García, Francisco J. Cantú-Ortiz, Héctor G. Ceballos-Cancino, 694, Proceedings of Eighth International Congress on Information and Communication Technology, 2023, 545  crossref
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