95 citations to 10.1080/14697680802563732 (Crossref Cited-By Service)
  1. Yu‐Jui Huang, Adrien Nguyen‐Huu, Xun Yu Zhou, “General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion”, Mathematical Finance, 30, № 1, 2020, 310  crossref
  2. Sabri Boubaker, Zhenya Liu, Yaosong Zhan, “Risk management for crude oil futures: an optimal stopping-timing approach”, Ann Oper Res, 313, № 1, 2022, 9  crossref
  3. Jean-Louis Arcand, Max-Olivier Hongler, Daniele Rinaldo, “Increasing risk: Dynamic mean-preserving spreads”, Journal of Mathematical Economics, 86, 2020, 69  crossref
  4. Pieter C. Allaart, “Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’”, J. Appl. Probab., 49, № 03, 2012, 806  crossref
  5. Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali, Svitlana Vyetrenko, Tucker Balch, Proceedings of the Third ACM International Conference on AI in Finance, 2022, 497  crossref
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  7. Min Dai, Hanqing Jin, Yifei Zhong, Xun Yu Zhou, “Buy Low and Sell High”, SSRN Journal, 2009  crossref
  8. Renuka Venkataramani, Parthajit Kayal, “Systematic investment plans vs market-timed investments”, Macroeconomics and Finance in Emerging Market Economies, 16, № 1, 2023, 157  crossref
  9. Min Dai, Zhou Yang, Yifei Zhong, “Optimal Stock Selling Based on the Global Maximum”, SIAM J. Control Optim., 50, № 4, 2012, 1804  crossref
  10. Pieter C. Allaart, “Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’”, Journal of Applied Probability, 49, № 3, 2012, 806  crossref
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