177 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Kurt Helmes, 280, Stochastic Theory and Control, 2006, 185  crossref
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  3. Pavel V. Gapeev, Neofytos Rodosthenous, “Perpetual American options in diffusion-type models with running maxima and drawdowns”, Stochastic Processes and their Applications, 126, no. 7, 2016, 2038  crossref
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  6. Pavel V. Gapeev, “Optimal stopping problems for running minima with positive discounting rates”, Statistics & Probability Letters, 167, 2020, 108899  crossref
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