175 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
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  2. Pavel V. Gapeev, Neofytos Rodosthenous, “On the drawdowns and drawups in diffusion-type models with running maxima and minima”, Journal of Mathematical Analysis and Applications, 434, № 1, 2016, 413  crossref
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  6. Hans Rudolf Lerche, Mikhail Urusov, “On Minimax Duality in Optimal Stopping”, Sequential Analysis, 29, № 3, 2010, 328  crossref
  7. Christoph Kühn, Andreas E. Kyprianou, “CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS”, Mathematical Finance, 17, № 4, 2007, 487  crossref
  8. Philip Ernst, Frederi Viens, “In memory of Larry Shepp: An editorial”, High Frequency, 2, № 2, 2019, 74  crossref
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