175 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Neofytos Rodosthenous, Mihail Zervos, “Watermark options”, Finance Stoch, 21, no. 1, 2017, 157  crossref
  2. Søren Asmussen, Florin Avram, Martijn R. Pistorius, “Russian and American put options under exponential phase-type Lévy models”, Stochastic Processes and their Applications, 109, no. 1, 2004, 79  crossref
  3. Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero, 2061, Lévy Matters II, 2012, 97  crossref
  4. Florin Avram, Bin Li, Shu Li, “General drawdown of general tax model in a time-homogeneous Markov framework”, J. Appl. Probab., 58, no. 4, 2021, 1131  crossref
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  6. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, J. Appl. Probab., 44, no. 03, 2007, 713  crossref
  7. Pavel V. Gapeev, Hessah Al Motairi, “Discounted optimal stopping problems in first-passage time models with random thresholds”, J. Appl. Probab., 59, no. 3, 2022, 714  crossref
  8. Jukka Lempa, “Optimal Stopping with Information Constraint”, Appl Math Optim, 66, no. 2, 2012, 147  crossref
  9. Wenyuan Wang, Ping Chen, Shuanming Li, “Generalized expected discounted penalty function at general drawdown for Lévy risk processes”, Insurance: Mathematics and Economics, 91, 2020, 12  crossref
  10. Jiayi Xie, Zhenyu Cui, Zhimin Zhang, “Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps”, Applied Mathematics and Computation, 429, 2022, 127251  crossref
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