173 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Jan Oblój, Marc Yor, From Stochastic Calculus to Mathematical Finance, 2006, 517  crossref
  2. Ron Doney, Ross Maller, Mladen Savov, “Renewal theorems and stability for the reflected process”, Stochastic Processes and their Applications, 119, no. 4, 2009, 1270  crossref
  3. Erik Baurdoux, Erik Baurdoux, Andreas Kyprianou, Andreas Kyprianou, “The Shepp - Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process”, ŅĀĻ, 53, no. 3, 2008, 588  crossref
  4. Hans Rudolf Lerche, Mikhail Urusov, “Optimal stopping via measure transformation: the Beibel–Lerche approach”, Stochastics, 79, no. 3-4, 2007, 275  crossref
  5. Sheng-Feng Luo, Hsin-Chieh Wong, “Continuity correction: on the pricing of discrete double barrier options”, Rev Deriv Res, 26, no. 1, 2023, 51  crossref
  6. Savas Dayanik, Michael Ludkovski, “Filling the gap between American and Russian options: adjustable regret”, Stochastics, 79, no. 1-2, 2007, 61  crossref
  7. Philip Ernst, “Exercising control when confronted by a (Brownian) spider”, Operations Research Letters, 44, no. 4, 2016, 487  crossref
  8. L A Shepp, A N Shiryaev, “The Russian option under conditions of a possible price 'freeze'”, Russ. Math. Surv., 56, no. 1, 2001, 179  crossref
  9. Xin Guo, Larry Shepp, “Some optimal stopping problems with nontrivial boundaries for pricing exotic options”, Journal of Applied Probability, 38, no. 3, 2001, 647  crossref
  10. Tim Leung, Hongzhong Zhang, “Optimal Trading with a Trailing Stop”, SSRN Journal, 2017  crossref
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