49 citations to 10.2307/3318509 (Crossref Cited-By Service)
  1. J. du Toit, G. Peskir, “The trap of complacency in predicting the maximum”, Ann. Probab., 35, no. 1, 2007  crossref
  2. Alessandro Casati, Serge Tabachnik, Advances in Financial Risk Management, 2013, 347  crossref
  3. Bernard Roynette, Pierre Vallois, Marc Yor, “Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I”, Studia Scientiarum Mathematicarum Hungarica, 43, no. 2, 2006, 171  crossref
  4. Сергей Сергеевич Синельников, Sergey Sergeevich Sinelnikov, “Об оптимальной остановке броуновского движения с отрицательным сносом”, ТВП, 56, no. 2, 2011, 391  crossref
  5. Peter Grandits, “Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift”, Bernoulli, 27, no. 2, 2021  crossref
  6. Malik Magdon-Ismail, Amir F. Atiya, Amrit Pratap, Yaser S. Abu-Mostafa, “On the maximum drawdown of a Brownian motion”, Journal of Applied Probability, 41, no. 1, 2004, 147  crossref
  7. Malik Magdon-Ismail, Amir F. Atiya, Amrit Pratap, Yaser S. Abu-Mostafa, “On the maximum drawdown of a Brownian motion”, J. Appl. Probab., 41, no. 01, 2004, 147  crossref
  8. Xian Chen, Yong Chen, Yumin Cheng, Chen Jia, “Moderate and $L^p$ Maximal Inequalities for Diffusion Processes and Conformal Martingales”, J Theor Probab, 2024  crossref
  9. Tommaso Proietti, “Ups and (Draw)Downs”, SSRN Journal, 2024  crossref
Previous
1
2
3
4
5