13 citations to https://www.mathnet.ru/rus/tvp2463
  1. S. S. Sinelnikov, “The optimal stopping problem concerned with ultimate maximum of a Lévy process”, Moscow Univ. Math. Bull., 66:4 (2011), 158  crossref
  2. du Toit J., Peskir G., “Selling a stock at the ultimate maximum”, Ann. Appl. Probab., 19:3 (2009), 983–1014  crossref  mathscinet  zmath  isi  scopus
  3. du Toit J., Peskir G., Shiryaev A.N., “Predicting the last zero of Brownian motion with drift”, Stochastics, 80:2-3 (2008), 229–245  crossref  mathscinet  zmath  isi  elib  scopus
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