175 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Min Dai, Hoi Ying Wong, Yue Kuen Kwok, “QUANTO LOOKBACK OPTIONS”, Mathematical Finance, 14, № 3, 2004, 445  crossref
  2. Xin Guo, “An explicit solution to an optimal stopping problem with regime switching”, Journal of Applied Probability, 38, № 2, 2001, 464  crossref
  3. Gerold Alsmeyer, Markus Jaeger, “A Useful Extension of Itô’s Formula with Applications to Optimal Stopping”, Acta Math Sinica, 21, № 4, 2005, 779  crossref
  4. Yerkin Kitapbayev, “On the lookback option with fixed strike”, Stochastics, 86, № 3, 2014, 510  crossref
  5. Gu Wang, “Performance Fees with Stochastic Benchmark”, SIAM J. Finan. Math., 13, № 2, 2022, 619  crossref
  6. D. O. Kramkov, A. N. Shiryaev, “On the Rational Pricing of the “Russian Option” for the Symmetrical Binomial Model of a $(B,S)$-Market”, Theory Probab. Appl., 39, № 1, 1995, 153  crossref
  7. Zhenyu Cui, “Stochastic Areas of Diffusions and Applications in Risk Theory”, SSRN Journal, 2013  crossref
  8. Erik J. Baurdoux, Andreas E. Kyprianou, Curdin Ott, “Optimal prediction for positive self-similar Markov processes”, Electron. J. Probab., 21, № none, 2016  crossref
  9. R. V. Ivanov, “Calculating the American options in the default model”, Autom Remote Control, 68, № 3, 2007, 513  crossref
  10. Cloud Makasu, “One-sided maximal inequalities for a stock process”, Journal of Mathematical Analysis and Applications, 450, № 2, 2017, 1535  crossref
Предыдущая
1
11
12
13
14
15
16
17
18
Следующая