175 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Toshikazu Kimura, “Valuing finite-lived Russian options”, European Journal of Operational Research, 189, № 2, 2008, 363  crossref
  2. Robert C. Dalang, M.-O. Hongler, “The right time to sell a stock whose price is driven by Markovian noise”, Ann. Appl. Probab., 14, № 4, 2004  crossref
  3. Xin Guo, Larry Shepp, 54, Stochastic Optimization: Algorithms and Applications, 2001, 87  crossref
  4. Budhi Surya, Wenyuan Wang, Xianghua Zhao, Xiaowen Zhou, “Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process”, Scandinavian Actuarial Journal, 2023, № 2, 2023, 97  crossref
  5. Junkee Jeon, Heejae Han, Hyeonuk Kim, Myungjoo Kang, “An integral equation representation approach for valuing Russian options with a finite time horizon”, Communications in Nonlinear Science and Numerical Simulation, 36, 2016, 496  crossref
  6. Andreas E. Kyprianou, Fluctuations of Lévy Processes with Applications, 2014, 307  crossref
  7. Nikhil Krishnan, Ronnie Sircar, “Accelerated Share Repurchases Under Stochastic Volatility”, Applied Mathematical Finance, 29, № 5, 2022, 331  crossref
  8. Ron Doney, Ross Maller, “Curve crossing for random walks reflected at their maximum”, Ann. Probab., 35, № 4, 2007  crossref
  9. Jesper Lund Pedersen, “Discounted optimal stopping problems for the maximum process”, J. Appl. Probab., 37, № 04, 2000, 972  crossref
  10. Jean-Paul Décamps, Fabien Gensbittel, Thomas Mariotti, “Investment Timing and Technological Breakthroughs”, Mathematics of OR, 2024, moor.2022.0022  crossref
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