69 citations to 10.1007/978-3-662-04790-3_16 (Crossref Cited-By Service)
  1. A. Muzaffer Arslan, J. B. G. Frenk, Semih O. Sezer, “On the single-leg airline revenue management problem in continuous time”, Math Meth Oper Res, 81, no. 1, 2015, 27  crossref
  2. Nicole El Karoui, Stéphane Loisel, Yahia Salhi, “Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes”, Ann. Appl. Probab., 27, no. 4, 2017  crossref
  3. Erhan Bayraktar, Savas Dayanik, “Poisson Disorder Problem with Exponential Penalty for Delay”, Mathematics of OR, 31, no. 2, 2006, 217  crossref
  4. Michael Mark, Jan Sila, Thomas A. Weber, “Quantifying endogeneity of cryptocurrency markets”, The European Journal of Finance, 28, no. 7, 2022, 784  crossref
  5. Savas Dayanik, Semih Onur Sezer, “Compound Poisson Disorder Problem”, Mathematics of OR, 31, no. 4, 2006, 649  crossref
  6. Pavel V. Gapeev, Yavor I. Stoev, “On some functionals of the first passage times in jump models of stochastic volatility”, Stochastic Analysis and Applications, 38, no. 1, 2020, 149  crossref
  7. Michael Mark, Jan Sila, Thomas A. Weber, “Quantifying Endogeneity of Cryptocurrency Markets”, SSRN Journal, 2019  crossref
  8. Bruno Buonaguidi, Pietro Muliere, “On the Disorder Problem for a Negative Binomial Process”, Journal of Applied Probability, 52, no. 1, 2015, 167  crossref
  9. Pavel V. Gapeev, “The disorder problem for compound Poisson processes with exponential jumps”, Ann. Appl. Probab., 15, no. 1A, 2005  crossref
  10. Erik Baurdoux, Andreas Kyprianou, “The McKean stochastic game driven by a spectrally negative Lévy process”, Electron. J. Probab., 13, no. none, 2008  crossref
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