173 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Yerkin Kitapbayev, “The British Lookback Option with Fixed Strike”, Applied Mathematical Finance, 22, no. 3, 2015, 238  crossref
  2. Farshid Jamshidian, “The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope”, Stochastics, 79, no. 1-2, 2007, 27  crossref
  3. Pavel V. Gapeev, Libo Li, “Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information”, SIAM J. Finan. Math., 13, no. 3, 2022, 773  crossref
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  6. Xin Guo, “An explicit solution to an optimal stopping problem with regime switching”, J. Appl. Probab., 38, no. 02, 2001, 464  crossref
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  8. G. Peskir, A. N. Shiryaev, “On the Brownian First-Passage Time Overa One-Sided Stochastic Boundary”, Theory Probab. Appl., 42, no. 3, 1998, 444  crossref
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