49 citations to 10.2307/3318509 (Crossref Cited-By Service)
  1. Markus Hertrich, “The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone”, Review of Economics, 67, № 1, 2016, 91  crossref
  2. Jacques du Toit, Goran Peskir, Mathematical Control Theory and Finance, 2008, 95  crossref
  3. Zhenyu Cui, “Magnitude and Speed of Consecutive Market Crashes in a Diffusion Model”, SSRN Journal, 2016  crossref
  4. Сергей Сергеевич Синельников, Sergey Sergeevich Sinelnikov, “О совместном распределении $(\sup X-X, \sup X)$ для процесса Леви $X$”, УМН, 65, № 6, 2010, 193  crossref
  5. Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi, “Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues”, Symmetry, 14, № 3, 2022, 615  crossref
  6. Pierre Étoré, Miguel Martinez, “Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift”, ESAIM: PS, 18, 2014, 686  crossref
  7. S. N. Lobanov, “Distribution of Trend Height and Length for Brownian Motion with a Drift”, Theory Probab. Appl., 50, № 4, 2006, 694  crossref
  8. S. C. P. Yam, S. P. Yung, W. Zhou, “Optimal selling time in stock market over a finite time horizon”, Acta Math. Appl. Sin. Engl. Ser., 28, № 3, 2012, 557  crossref
  9. Markus Hertrich, “Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc”, Rev International Economics, 30, № 2, 2022, 450  crossref
  10. Sergey S Sinelnikov, “On the joint distribution of $ (\sup X-X,\sup X)$ for a Lévy process $ X$”, Russ. Math. Surv., 65, № 6, 2010, 1189  crossref
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