49 citations to 10.2307/3318509 (Crossref Cited-By Service)
  1. Kristoffer Glover, “Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach”, Stochastic Processes and their Applications, 150, 2022, 919  crossref
  2. Markus Hertrich, “The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone”, SSRN Journal, 2015  crossref
  3. S. Lobanov, “Probability Characteristics of Downfalls of Brownian Motion with Drift”, Theory Probab. Appl., 50, no. 3, 2006, 489  crossref
  4. Alessandro Casati, “About the Statistics of the Maximum Drawdown in Financial Time Series”, SSRN Journal, 2012  crossref
  5. Iker Perez, Huiling Le, “Time-Randomized Stopping Problems for a Family of Utility Functions”, SIAM J. Control Optim., 53, no. 3, 2015, 1328  crossref
  6. Archil Gulisashvili, “Large Deviation Principles for Stochastic Volatility Models with Reflection”, Appl Math Optim, 88, no. 2, 2023, 44  crossref
  7. A. N. Borodin, “Distributions of Functionals of a Skew Brownian motion with Discontinuous Drift”, J Math Sci, 273, no. 5, 2023, 676  crossref
  8. S. S. Sinelnikov, “On the Optimal Stopping of a Brownian Motion with a Negative Drift”, Theory Probab. Appl., 56, no. 2, 2012, 343  crossref
  9. Benjamin Housley, “Extended Lévy’s theorem for a two-sided reflection”, Electron. Commun. Probab., 29, no. none, 2024  crossref
  10. Leonie Violetta Brinker, “Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model”, Risks, 9, no. 1, 2021, 17  crossref
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