173 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. G. Kallianpur, Stochastic Processes and Related Topics, 1998, 231  crossref
  2. Pavel Gapeev, “Discounted optimal stopping for maxima in diffusion models with finite horizon”, Electron. J. Probab., 11, no. none, 2006  crossref
  3. Xiang Zhang, Lingfei Li, Gongqiu Zhang, “Pricing American drawdown options under Markov models”, European Journal of Operational Research, 293, no. 3, 2021, 1188  crossref
  4. Sebastian Rasmus, Søren Asmussen, Magnus Wiktorsson, 3039, Computational Science - ICCS 2004, 2004, 795  crossref
  5. M. Çağlar, A. Kyprianou, C. Vardar-Acar, “An optimal stopping problem for spectrally negative Markov additive processes”, Stochastic Processes and their Applications, 150, 2022, 1109  crossref
  6. Mladen Savov, “Curve Crossing for the Reflected Levy Process at Zero and Infinity”, Electron. J. Probab., 13, no. none, 2008  crossref
  7. Larry A. Shepp, Albert N. Shiryaev, Agnes Sulem, Advances in Finance and Stochastics, 2002, 271  crossref
  8. D. O. Kramkov, E. Mordecki, “Integral Option”, Theory Probab. Appl., 39, no. 1, 1995, 162  crossref
  9. Pavel V. Gapeev, Libo Li, “Optimal stopping problems for maxima and minima in models with asymmetric information”, Stochastics, 94, no. 4, 2022, 602  crossref
  10. Robert Liptser, Alexander G. Tartakovsky, “From Disorder Detection to Optimal Stopping and Mathematical Finance”, Sequential Analysis, 29, no. 2, 2010, 112  crossref
Previous
1
9
10
11
12
13
14
15
18
Next