6 citations to 10.1007/978-3-662-04790-3_14 (Crossref Cited-By Service)

1. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, J. Appl. Probab., 44, № 03, 2007, 713  
2. Pavel Gapeev, “Discounted optimal stopping for maxima in diffusion models with finite horizon”, Electron. J. Probab., 11, № none, 2006  
3. Pavel V. Gapeev, “Perpetual barrier options in jump-diffusion models”, Stochastics, 79, № 1-2, 2007, 139  
4. Pavel V. Gapeev, “Solving the dual Russian option problem by using change‐of‐measure arguments”, High Frequency, 2, № 2, 2019, 76  
5. Pavel V. Gapeev, Libo Li, “Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information”, SIAM J. Finan. Math., 13, № 3, 2022, 773  
6. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, Journal of Applied Probability, 44, № 3, 2007, 713