13 citations to 10.1080/17442500701840950 (Crossref Cited-By Service)
  1. Ching-Tang Wu, Ju-Yi Yen, Marc Yor, “MEASURING THE "NON-STOPPING TIMENESS" OF ENDS OF PREVISIBLE SETS”, Taiwanese J. Math., 16, no. 5, 2012  crossref
  2. Erik J. Baurdoux, José M. Pedraza, “Lp optimal prediction of the last zero of a spectrally negative Lévy process”, Ann. Appl. Probab., 34, no. 1B, 2024  crossref
  3. Violetta Bernyk, Robert C. Dalang, Goran Peskir, “Predicting the ultimate supremum of a stable Lévy process with no negative jumps”, Ann. Probab., 39, no. 6, 2011  crossref
  4. Yue Liu, Aijun Yang, Jijian Zhang, Jingjing Yao, “An Optimal Stopping Problem of Detecting Entry Points for Trading Modeled by Geometric Brownian Motion”, Comput Econ, 55, no. 3, 2020, 827  crossref
  5. Erik J. Baurdoux, José M. Pedraza, “Predicting the last zero before an exponential time of a spectrally negative Lévy process”, Adv. Appl. Probab., 55, no. 2, 2023, 611  crossref
  6. Kristoffer Glover, Hardy Hulley, Goran Peskir, “Three-dimensional Brownian motion and the golden ratio rule”, Ann. Appl. Probab., 23, no. 3, 2013  crossref
  7. Goran Peskir, “Optimal detection of a hidden target: The median rule”, Stochastic Processes and their Applications, 122, no. 5, 2012, 2249  crossref
  8. Jacques du Toit, Goran Peskir, “Selling a stock at the ultimate maximum”, Ann. Appl. Probab., 19, no. 3, 2009  crossref
  9. Goran Peskir, “Quickest detection of a hidden target and extremal surfaces”, Ann. Appl. Probab., 24, no. 6, 2014  crossref
  10. Erik J. Baurdoux, José M. Pedraza, 75, XIII Symposium on Probability and Stochastic Processes, 2020, 77  crossref
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