177 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
  7. C. Makasu, “Maximal Exponential Inequalities for Certain Diffusion Processes”, Theory Probab. Appl., 61, no. 1, 2017, 159  crossref
  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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