- Albrecht Irle, “Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen”, Sequential Analysis, 29, № 1, 2010, 27
- Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, Journal of Applied Probability, 44, № 3, 2007, 713
- Savas Dayanik, Semih O. Sezer, “Multisource Bayesian sequential binary hypothesis testing problem”, Ann Oper Res, 201, № 1, 2012, 99
- Pavel V. Gapeev, “Perpetual barrier options in jump-diffusion models”, Stochastics, 79, № 1-2, 2007, 139
- 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
- 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
- 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
- Bruno Buonaguidi, Pietro Muliere, “Optimal sequential testing for an inverse Gaussian process”, Sequential Analysis, 35, № 1, 2016, 69
- Jesper Lund Pedersen, Recent Advances in Applied Probability, 2005, 427
- Victor F. Araman, René Caldentey, “Dynamic Pricing for Nonperishable Products with Demand Learning”, Operations Research, 57, № 5, 2009, 1169