177 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Curdin Ott, “Optimal stopping problems for the maximum process with upper and lower caps”, Ann. Appl. Probab., 23, no. 6, 2013  crossref
  2. Pavel V. Gapeev, Neofytos Rodosthenous, “Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns”, J. Appl. Probab., 51, no. 03, 2014, 799  crossref
  3. Pavel V. Gapeev, Peter M. Kort, Maria N. Lavrutich, Jacco J. J. Thijssen, “Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions”, Methodol Comput Appl Probab, 24, no. 2, 2022, 789  crossref
  4. Andreas Kyprianou, Curdin Ott, “A Capped Optimal Stopping Problem for the Maximum Process”, Acta Appl Math, 129, no. 1, 2014, 147  crossref
  5. Weiping Li, Su Chen, “Pricings and Hedgings of the Perpetual Russian Options”, SSRN Journal, 2011  crossref
  6. Curdin Ott, “Bottleneck options”, Finance Stoch, 18, no. 4, 2014, 845  crossref
  7. Hongzhong Zhang, “Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions”, Advances in Applied Probability, 47, no. 1, 2015, 210  crossref
  8. M. Beibel, H. R. Lerche, “Optimal Stopping of Regular Diffusions under Random Discounting”, Theory Probab. Appl., 45, no. 4, 2001, 547  crossref
  9. Igor V. Kravchenko, Vladislav V. Kravchenko, Sergii M. Torba, José Carlos Dias, “GENERALIZED EXPONENTIAL BASIS FOR EFFICIENT SOLVING OF HOMOGENEOUS DIFFUSION FREE BOUNDARY PROBLEMS: RUSSIAN OPTION PRICING”, J Math Sci, 266, no. 2, 2022, 353  crossref
  10. Cloud Makasu, “Maximal exponential inequalities for certain diffusion processes”, Теория вероятностей и ее применения, 61, no. 1, 2016, 198  crossref
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