62 citations to 10.1007/978-3-662-12429-1_22 (Crossref Cited-By Service)
  1. Goran Peskir, From Stochastic Calculus to Mathematical Finance, 2006, 535  crossref
  2. Dmitry B. Rokhlin, “Minimax perfect stopping rules for selling an asset near its ultimate maximum”, Optim Lett, 11, № 8, 2017, 1743  crossref
  3. Goran Peskir, “Quickest detection of a hidden target and extremal surfaces”, Ann. Appl. Probab., 24, № 6, 2014  crossref
  4. Aleksey S. Polunchenko, Andrey Pepelyshev, “Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval”, Stat Papers, 59, № 4, 2018, 1351  crossref
  5. Aleksey S. Polunchenko, Grigory Sokolov, “An Analytic Expression for the Distribution of the Generalized Shiryaev–Roberts Diffusion”, Methodol Comput Appl Probab, 18, № 4, 2016, 1153  crossref
  6. Ali Tajer, H. Vincent Poor, 2013 Asilomar Conference on Signals, Systems and Computers, 2013, 757  crossref
  7. Kristoffer Glover, Goran Peskir, “Quickest Detection Problems for Ornstein–Uhlenbeck Processes”, Mathematics of OR, 2023, moor.2021.0186  crossref
  8. Jeongae Choi, Muhammad Ozair Mughal, Youngjune Choi, Donghyun Kim, Jose A. Lopez-Salcedo, Sunwoo Kim, 2018 IEEE International Symposium on Dynamic Spectrum Access Networks (DySPAN), 2018, 1  crossref
  9. 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
  10. Aleksey S. Polunchenko, “Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup”, Sequential Analysis, 35, № 1, 2016, 108  crossref
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