39 citations to https://www.mathnet.ru/rus/tvp227
  1. Abbring J.H., “Mixed Hitting-Time Models”, Econometrica, 80:2 (2012), 783–819  crossref  mathscinet  zmath  isi  elib  scopus
  2. Christensen S., “Phase-Type Distributions and Optimal Stopping for Autoregressive Processes”, J. Appl. Probab., 49:1 (2012), 22–39  crossref  mathscinet  zmath  isi  elib  scopus
  3. Sören Christensen, “Phase-Type Distributions and Optimal Stopping for Autoregressive Processes”, J. Appl. Probab., 49:01 (2012), 22  crossref
  4. Salminen P., “Optimal stopping, Appell polynomials, and Wiener-Hopf factorization”, Stochastics-An International Journal of Probability and Stochastic Processes, 83:4–6 (2011), 611–622  crossref  mathscinet  zmath  isi  scopus
  5. Boyarchenko S., Levendorskii S., “Optimal Stopping in Levy Models for Nonmonotone Discontinuous Payoffs”, SIAM J Control Optim, 49:5 (2011), 2062–2082  crossref  mathscinet  zmath  isi  elib  scopus
  6. Svetlana I. Boyarchenko, Sergei Z. Levendorskii, “Preemption Games Under Levy Uncertainty”, SSRN Journal, 2011  crossref
  7. Klesov A., “Rate of convergence for certain optimal stopping problems”, Publ Math Debrecen, 76:3–4 (2010), 317–328  mathscinet  zmath  isi
  8. Abbring J.H., “Identification of Dynamic Discrete Choice Models”, Annual Review of Economics, 2, 2010, 367–394  crossref  isi  scopus
  9. Svetlana I. Boyarchenko, Sergei Z. Levendorskii, “Optimal Stopping in Levy Models, for Non-Monotone Discontinuous Payoffs”, SSRN Journal, 2010  crossref
  10. Deligiannidis G., Le H., Utev S., “Optimal stopping for processes with independent increments, and applications”, J. Appl. Probab., 46:4 (2009), 1130–1145  crossref  mathscinet  zmath  isi  elib  scopus
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