14 citations to 10.1524/stnd.2008.1025 (Crossref Cited-By Service)
  1. A.N. Shiryaev, M.V. Zhitlukhin, W.T. Ziemba, “When to Sell Apple and the Nasdaq? Trading Bubbleswith a Stochastic Disorder Model”, JPM, 40, no. 2, 2014, 54  crossref
  2. Albert N. Shiryaev, 93, Stochastic Disorder Problems, 2019, 367  crossref
  3. Erik Ekström, Martin Vannestål, “Momentum liquidation under partial information”, J. Appl. Probab., 53, no. 2, 2016, 341  crossref
  4. Dimitri O. Ledenyov, Viktor O. Ledenyov, “Strategies on Initial Public Offering of Company Equity at Stock Exchanges in Imperfect Highly Volatile Global Capital Markets with Induced Nonlinearities”, SSRN Journal, 2014  crossref
  5. Roman V. Ivanov, “The Risk Measurement under the Variance-Gamma Process with Drift Switching”, JRFM, 15, no. 1, 2022, 22  crossref
  6. Goran Peskir, “Quickest detection of a hidden target and extremal surfaces”, Ann. Appl. Probab., 24, no. 6, 2014  crossref
  7. A.N. Shiryaev, Mikhail Zitlukhin, William T. Ziemba, “When to Sell Apple and the NASDAQ? Trading Bubbles with a Stochastic Disorder Model”, SSRN Journal, 2013  crossref
  8. Pavel V. Gapeev, “Pricing of Perpetual American Options in a Model with Partial Information”, SSRN Journal, 2010  crossref
  9. Erik Ekström, Carl Lindberg, “Optimal Closing of a Momentum Trade”, Journal of Applied Probability, 50, no. 2, 2013, 374  crossref
  10. Luu H. Duc, Jürgen Jost, “How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost”, SIAM J. Finan. Math., 14, no. 3, 2023, 879  crossref
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