66 citations to 10.1214/aos/1015952000 (Crossref Cited-By Service)
  1. Michael Ludkovski, Semih O. Sezer, “Finite Horizon Decision Timing with Partially Observable Poisson Processes”, Stochastic Models, 28, no. 2, 2012, 207  crossref
  2. B. A. Surya, “An approach for solving perpetual optimal stopping problems driven by Lévy processes”, Stochastics, 79, no. 3-4, 2007, 337  crossref
  3. Pavel V. Gapeev, Christoph Kühn, “Perpetual convertible bonds in jump-diffusion models”, Statistics & Risk Modeling, 23, no. 1, 2005, 15  crossref
  4. Samrat Roy, Ting Ye, Ashkan Ertefaie, Tat‐Thang Vo, James Flory, Sean Hennessy, Dylan Small, “Group sequential testing under instrumented difference‐in‐differences approach”, Statistics in Medicine, 42, no. 21, 2023, 3838  crossref
  5. Robert C. Dalang, Albert N. Shiryaev, “A quickest detection problem with an observation cost”, Ann. Appl. Probab., 25, no. 3, 2015  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
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