66 citations to 10.1214/aos/1015952000 (Crossref Cited-By Service)
  1. Michael Ludkovski, Semih O. Sezer, “Finite Horizon Decision Timing with Partially Observable Poisson Processes”, Stochastic Models, 28, № 2, 2012, 207  crossref
  2. B. A. Surya, “An approach for solving perpetual optimal stopping problems driven by Lévy processes”, Stochastics, 79, № 3-4, 2007, 337  crossref
  3. Pavel V. Gapeev, Christoph Kühn, “Perpetual convertible bonds in jump-diffusion models”, Statistics & Risk Modeling, 23, № 1, 2005, 15  crossref
  4. Samrat Roy, Ting Ye, Ashkan Ertefaie, Tat‐Thang Vo, James Flory, Sean Hennessy, Dylan Small, “Group sequential testing under instrumented difference‐in‐differences approach”, Statistics in Medicine, 42, № 21, 2023, 3838  crossref
  5. Robert C. Dalang, Albert N. Shiryaev, “A quickest detection problem with an observation cost”, Ann. Appl. Probab., 25, № 3, 2015  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
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