177 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Florin Avram, Danijel Grahovac, Ceren Vardar-Acar, “The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps”, Risks, 7, no. 1, 2019, 18  crossref
  2. Tze Leung Lai, Tiong Wee Lim, “Exercise Regions And Efficient Valuation Of American Lookback Options”, Mathematical Finance, 14, no. 2, 2004, 249  crossref
  3. Ananda Weerasinghe, “Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems”, SIAM J. Control Optim., 56, no. 2, 2018, 1412  crossref
  4. Farshid Jamshidian, “The Duality of Optimal Exercise and Domineering Claims: a Doob-Meyer Decomposition Approach to the Snell Envelope”, SSRN Journal, 2006  crossref
  5. Роман Валерьевич Иванов, Roman Valer'evich Ivanov, “О задаче об оптимальной остановке в модели с компенсируемым отказом от вознаграждения”, Матем. заметки, 89, no. 2, 2011, 241  crossref
  6. Xin Guo, “An optimal strategy for sellers in an online auction”, ACM Trans. Internet Technol., 2, no. 1, 2002, 1  crossref
  7. J.J. Duistermaat, A.E. Kyprianou, K. van Schaik, “Finite expiry Russian options”, Stochastic Processes and their Applications, 115, no. 4, 2005, 609  crossref
  8. Toshikazu Kimura, “American Continuous-Installment Options: Valuation and Premium Decomposition”, SIAM J. Appl. Math., 70, no. 3, 2009, 803  crossref
  9. Pavel V. Gapeev, Peter M. Kort, Maria N. Lavrutich, “Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs”, Adv. Appl. Probab., 53, no. 1, 2021, 189  crossref
  10. Hans U. Gerber, Elias S.W. Shiu, “Martingale Approach to Pricing Perpetual American Options”, ASTIN Bull., 24, no. 2, 1994, 195  crossref
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