66 citations to 10.1214/aos/1015952000 (Crossref Cited-By Service)
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  2. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, Journal of Applied Probability, 44, № 3, 2007, 713  crossref
  3. Savas Dayanik, Semih O. Sezer, “Multisource Bayesian sequential binary hypothesis testing problem”, Ann Oper Res, 201, № 1, 2012, 99  crossref
  4. Pavel V. Gapeev, “Perpetual barrier options in jump-diffusion models”, Stochastics, 79, № 1-2, 2007, 139  crossref
  5. L. Alili, A. E. Kyprianou, “Some remarks on first passage of Lévy processes, the American put and pasting principles”, Ann. Appl. Probab., 15, № 3, 2005  crossref
  6. 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
  7. Søren Asmussen, Florin Avram, Martijn R. Pistorius, “Russian and American put options under exponential phase-type Lévy models”, Stochastic Processes and their Applications, 109, № 1, 2004, 79  crossref
  8. Bruno Buonaguidi, Pietro Muliere, “Optimal sequential testing for an inverse Gaussian process”, Sequential Analysis, 35, № 1, 2016, 69  crossref
  9. Jesper Lund Pedersen, Recent Advances in Applied Probability, 2005, 427  crossref
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