29 citations to https://www.mathnet.ru/rus/jpm1
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Zhenya Liu, Yuhao Mu, “Optimal Stopping Methods for Investment Decisions: A Literature Review”, IJFS, 10:4 (2022), 96
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Robert A. Jarrow, Simon S. Kwok, “Inferring financial bubbles from option data”, J of Applied Econometrics, 36:7 (2021), 1013
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MICHAEL SCHATZ, DIDIER SORNETTE, “INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS”, Int. J. Theor. Appl. Finan., 23:07 (2020), 2050047
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Zuo Quan Xu, Fahuai Yi, “Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty”, Mathematics of OR, 45:1 (2020), 384
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Robert Jarrow, Simon Kwok, “Inferring Financial Bubbles from Option Data”, SSRN Journal, 2020
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Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 367
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George Milunovich, Shuping Shi, David Tan, “Bubble detection and sector trading in real time”, Quantitative Finance, 19:2 (2019), 247
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S. Lleo, W. T. Ziemba, “Can Warren Buffett forecast equity market corrections?”, The European Journal of Finance, 25:4 (2019), 369
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Michael Schatz, Didier Sornette, “Inefficient Bubbles and Efficient Drawdowns in Financial Markets”, SSRN Journal, 2018
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Sébastien Lleo, William T. Ziemba, “Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models?”, Financial Market, 26:2 (2017), 61