49 citations to 10.2307/3318509 (Crossref Cited-By Service)
  1. Kristoffer Glover, “Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach”, Stochastic Processes and their Applications, 150, 2022, 919  crossref
  2. Markus Hertrich, “The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone”, SSRN Journal, 2015  crossref
  3. S. Lobanov, “Probability Characteristics of Downfalls of Brownian Motion with Drift”, Theory Probab. Appl., 50, № 3, 2006, 489  crossref
  4. Alessandro Casati, “About the Statistics of the Maximum Drawdown in Financial Time Series”, SSRN Journal, 2012  crossref
  5. Iker Perez, Huiling Le, “Time-Randomized Stopping Problems for a Family of Utility Functions”, SIAM J. Control Optim., 53, № 3, 2015, 1328  crossref
  6. Archil Gulisashvili, “Large Deviation Principles for Stochastic Volatility Models with Reflection”, Appl Math Optim, 88, № 2, 2023, 44  crossref
  7. A. N. Borodin, “Distributions of Functionals of a Skew Brownian motion with Discontinuous Drift”, J Math Sci, 273, № 5, 2023, 676  crossref
  8. S. S. Sinelnikov, “On the Optimal Stopping of a Brownian Motion with a Negative Drift”, Theory Probab. Appl., 56, № 2, 2012, 343  crossref
  9. Benjamin Housley, “Extended Lévy’s theorem for a two-sided reflection”, Electron. Commun. Probab., 29, № none, 2024  crossref
  10. Leonie Violetta Brinker, “Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model”, Risks, 9, № 1, 2021, 17  crossref
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