178 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Luis H. R. Alvarez, Pekka Matomäki, “Optimal Stopping of the Maximum Process”, J. Appl. Probab., 51, № 03, 2014, 818  crossref
  2. X. Guo, J. Liu, “Stopping at the maximum of geometric Brownian motion when signals are received”, J. Appl. Probab., 42, № 03, 2005, 826  crossref
  3. Hongzhong Zhang, “Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions”, Adv. Appl. Probab., 47, № 01, 2015, 210  crossref
  4. S. E. Graversen, G. Peskir, “Optimal stopping and maximal inequalities for geometric Brownian motion”, J. Appl. Probab., 35, № 04, 1998, 856  crossref
  5. M. Çağlar, C. Vardar-Acar, “Stopping Levels for a Spectrally Negative Markov Additive Process”, Commun. Math. Stat., 2024  crossref
  6. M. Salcı‐Bilici, F. Pınar Erdem, İbrahim Ünalmış, C. Vardar‐Acar, “Has the Last Super Cycle in Crude Oil Price Ended? a Maximum Drawdown Approach Using Fractional Brownian Motion”, Appl Stoch Models Bus & Ind, 2024, asmb.2905  crossref
  7. Pavel V. Gapeev, “Discounted optimal stopping zero-sum games in diffusion type models with maxima and minima”, Adv. Appl. Probab., 2024, 1  crossref
  8. Albert Cohen, Annette Hofmann, “Regretful Risks: A Partial Explanation of the Insurance Distortion Puzzle”, Finance Research Open, 2025, 100001  crossref
Предыдущая
1
15
16
17
18