177 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Luis H. R. Alvarez, Pekka Matomäki, “Optimal Stopping of the Maximum Process”, J. Appl. Probab., 51, no. 03, 2014, 818  crossref
  2. X. Guo, J. Liu, “Stopping at the maximum of geometric Brownian motion when signals are received”, J. Appl. Probab., 42, no. 03, 2005, 826  crossref
  3. Hongzhong Zhang, “Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions”, Adv. Appl. Probab., 47, no. 01, 2015, 210  crossref
  4. S. E. Graversen, G. Peskir, “Optimal stopping and maximal inequalities for geometric Brownian motion”, J. Appl. Probab., 35, no. 04, 1998, 856  crossref
  5. M. Çağlar, C. Vardar-Acar, “Stopping Levels for a Spectrally Negative Markov Additive Process”, Commun. Math. Stat., 2024  crossref
  6. M. Salcı‐Bilici, F. Pınar Erdem, İbrahim Ünalmış, C. Vardar‐Acar, “Has the Last Super Cycle in Crude Oil Price Ended? a Maximum Drawdown Approach Using Fractional Brownian Motion”, Appl Stoch Models Bus & Ind, 2024, asmb.2905  crossref
  7. Pavel V. Gapeev, “Discounted optimal stopping zero-sum games in diffusion type models with maxima and minima”, Adv. Appl. Probab., 2024, 1  crossref
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