177 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Hans U. Gerber, Gérard Pafumi, “Stop-loss a tempo continuo e protezione dinamica di un fondo d’investimento”, Decisions Econ Finan, 21, no. 1-2, 1998, 125  crossref
  2. Pavel V. Gapeev, Neofytos Rodosthenous, “Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns”, Journal of Applied Probability, 51, no. 3, 2014, 799  crossref
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  4. David Landriault, Bin Li, Hongzhong Zhang, “On magnitude, asymptotics and duration of drawdowns for Lévy models”, Bernoulli, 23, no. 1, 2017  crossref
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  6. Roy Radner, Larry Shepp, “Risk vs. profit potential: A model for corporate strategy”, Journal of Economic Dynamics and Control, 20, no. 8, 1996, 1373  crossref
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  8. Jérôme Barraquand, Thierry Pudet, “PRICING OF AMERICAN PATH‐DEPENDENT CONTINGENT CLAIMS”, Mathematical Finance, 6, no. 1, 1996, 17  crossref
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