173 citations to 10.1214/aoap/1177005355 (Crossref Cited-By Service)
  1. Florin Avram, Danijel Grahovac, Ceren Vardar-Acar, “The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps”, Risks, 7, № 1, 2019, 18  crossref
  2. Tze Leung Lai, Tiong Wee Lim, “Exercise Regions And Efficient Valuation Of American Lookback Options”, Mathematical Finance, 14, № 2, 2004, 249  crossref
  3. Ananda Weerasinghe, “Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems”, SIAM J. Control Optim., 56, № 2, 2018, 1412  crossref
  4. Farshid Jamshidian, “The Duality of Optimal Exercise and Domineering Claims: a Doob-Meyer Decomposition Approach to the Snell Envelope”, SSRN Journal, 2006  crossref
  5. Роман Валерьевич Иванов, Roman Valer'evich Ivanov, “О задаче об оптимальной остановке в модели с компенсируемым отказом от вознаграждения”, Матем. заметки, 89, № 2, 2011, 241  crossref
  6. Xin Guo, “An optimal strategy for sellers in an online auction”, ACM Trans. Internet Technol., 2, № 1, 2002, 1  crossref
  7. J.J. Duistermaat, A.E. Kyprianou, K. van Schaik, “Finite expiry Russian options”, Stochastic Processes and their Applications, 115, № 4, 2005, 609  crossref
  8. Toshikazu Kimura, “American Continuous-Installment Options: Valuation and Premium Decomposition”, SIAM J. Appl. Math., 70, № 3, 2009, 803  crossref
  9. Pavel V. Gapeev, Peter M. Kort, Maria N. Lavrutich, “Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs”, Adv. Appl. Probab., 53, № 1, 2021, 189  crossref
  10. Hans U. Gerber, Elias S.W. Shiu, “Martingale Approach to Pricing Perpetual American Options”, ASTIN Bull., 24, № 2, 1994, 195  crossref
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