49 citations to 10.2307/3318509 (Crossref Cited-By Service)
  1. Markus Hertrich, “The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone”, Review of Economics, 67, no. 1, 2016, 91  crossref
  2. Jacques du Toit, Goran Peskir, Mathematical Control Theory and Finance, 2008, 95  crossref
  3. Zhenyu Cui, “Magnitude and Speed of Consecutive Market Crashes in a Diffusion Model”, SSRN Journal, 2016  crossref
  4. Сергей Сергеевич Синельников, Sergey Sergeevich Sinelnikov, “О совместном распределении $(\sup X-X, \sup X)$ для процесса Леви $X$”, УМН, 65, no. 6, 2010, 193  crossref
  5. Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi, “Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues”, Symmetry, 14, no. 3, 2022, 615  crossref
  6. Pierre Étoré, Miguel Martinez, “Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift”, ESAIM: PS, 18, 2014, 686  crossref
  7. S. N. Lobanov, “Distribution of Trend Height and Length for Brownian Motion with a Drift”, Theory Probab. Appl., 50, no. 4, 2006, 694  crossref
  8. S. C. P. Yam, S. P. Yung, W. Zhou, “Optimal selling time in stock market over a finite time horizon”, Acta Math. Appl. Sin. Engl. Ser., 28, no. 3, 2012, 557  crossref
  9. Markus Hertrich, “Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc”, Rev International Economics, 30, no. 2, 2022, 450  crossref
  10. Sergey S Sinelnikov, “On the joint distribution of $ (\sup X-X,\sup X)$ for a Lévy process $ X$”, Russ. Math. Surv., 65, no. 6, 2010, 1189  crossref
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