32 citations to 10.1080/17442500601090409 (Crossref Cited-By Service)
  1. Svetlana I. Boyarchenko, Sergei Z. Levendorskii, “Optimal Stopping in Levy Models, for Non-Monotone Discontinuous Payoffs”, SSRN Journal, 2010  crossref
  2. “APR volume 31 issue 2 Cover and Back matter”, Advances in Applied Probability, 31, no. 2, 1999, b1  crossref
  3. Ernesto Mordecki, Yuliya Mishura, “Optimal Stopping for Lévy Processes with One-Sided Solutions”, SIAM J. Control Optim., 54, no. 5, 2016, 2553  crossref
  4. Александр Александрович Новиков, Aleksandr Aleksandrovich Novikov, Александр Александрович Новиков, Aleksandr Aleksandrovich Novikov, “Несколько замечаний о распределении времени первого выхода и оптимальной остановке AR(1)-последовательностей”, ТВП, 53, no. 3, 2008, 458  crossref
  5. Sören Christensen, Tobias Sohr, “General optimal stopping with linear cost”, Sequential Analysis, 41, no. 1, 2022, 35  crossref
  6. “Advances in Applied Probability Volume 30 (1998): Index: General Applied Probability”, Advances in Applied Probability, 30, no. 4, 1998, 1157  crossref
  7. Yi-Shen Lin, Yi-Ching Yao, “One-sided solutions for optimal stopping problems with logconcave reward functions”, Adv. Appl. Probab., 51, no. 01, 2019, 87  crossref
  8. Denis Belomestny, Pavel V. Gapeev, “An iterative procedure for solving integral equations related to optimal stopping problems”, Stochastics, 82, no. 4, 2010, 365  crossref
  9. A. G. Moroz, V. V. Tomashyk, “Convergence of Solutions and Their Exit Times in Diffusion Models with Jumps”, Cybern Syst Anal, 50, no. 2, 2014, 288  crossref
  10. Debasis Kundu, “A stationary Weibull process and its applications”, Journal of Applied Statistics, 50, no. 13, 2023, 2681  crossref
Previous
1
2
3
4
Next