177 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Erik Ekström, “Russian options with a finite time horizon”, J. Appl. Probab., 41, no. 02, 2004, 313  crossref
  2. Pavel V. Gapeev, Neofytos Rodosthenous, “On the drawdowns and drawups in diffusion-type models with running maxima and minima”, Journal of Mathematical Analysis and Applications, 434, no. 1, 2016, 413  crossref
  3. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, Journal of Applied Probability, 44, no. 3, 2007, 713  crossref
  4. L. Shepp, “A model for stock price fluctuations based on information”, IEEE Trans. Inform. Theory, 48, no. 6, 2002, 1372  crossref
  5. A. A. Kamenov, “Bachelier-Version of Russian Option with a Finite Time Horizon”, Theory Probab. Appl., 53, no. 3, 2009, 548  crossref
  6. Hans Rudolf Lerche, Mikhail Urusov, “On Minimax Duality in Optimal Stopping”, Sequential Analysis, 29, no. 3, 2010, 328  crossref
  7. Christoph Kühn, Andreas E. Kyprianou, “CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS”, Mathematical Finance, 17, no. 4, 2007, 487  crossref
  8. Philip Ernst, Frederi Viens, “In memory of Larry Shepp: An editorial”, High Frequency, 2, no. 2, 2019, 74  crossref
  9. Xin Guo, Mihail Zervos, “π options”, Stochastic Processes and their Applications, 120, no. 7, 2010, 1033  crossref
  10. David Landriault, Bin Li, Shu Li, “Drawdown analysis for the renewal insurance risk process”, Scandinavian Actuarial Journal, 2016, 1  crossref
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