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