68 citations to 10.1007/978-3-662-04790-3_16 (Crossref Cited-By Service)
  1. A. Muzaffer Arslan, J. B. G. Frenk, Semih O. Sezer, “On the single-leg airline revenue management problem in continuous time”, Math Meth Oper Res, 81, № 1, 2015, 27  crossref
  2. Nicole El Karoui, Stéphane Loisel, Yahia Salhi, “Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes”, Ann. Appl. Probab., 27, № 4, 2017  crossref
  3. Erhan Bayraktar, Savas Dayanik, “Poisson Disorder Problem with Exponential Penalty for Delay”, Mathematics of OR, 31, № 2, 2006, 217  crossref
  4. Michael Mark, Jan Sila, Thomas A. Weber, “Quantifying endogeneity of cryptocurrency markets”, The European Journal of Finance, 28, № 7, 2022, 784  crossref
  5. Savas Dayanik, Semih Onur Sezer, “Compound Poisson Disorder Problem”, Mathematics of OR, 31, № 4, 2006, 649  crossref
  6. Pavel V. Gapeev, Yavor I. Stoev, “On some functionals of the first passage times in jump models of stochastic volatility”, Stochastic Analysis and Applications, 38, № 1, 2020, 149  crossref
  7. Michael Mark, Jan Sila, Thomas A. Weber, “Quantifying Endogeneity of Cryptocurrency Markets”, SSRN Journal, 2019  crossref
  8. Bruno Buonaguidi, Pietro Muliere, “On the Disorder Problem for a Negative Binomial Process”, Journal of Applied Probability, 52, № 1, 2015, 167  crossref
  9. Pavel V. Gapeev, “The disorder problem for compound Poisson processes with exponential jumps”, Ann. Appl. Probab., 15, № 1A, 2005  crossref
  10. Erik Baurdoux, Andreas Kyprianou, “The McKean stochastic game driven by a spectrally negative Lévy process”, Electron. J. Probab., 13, № none, 2008  crossref
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