60 citations to https://www.mathnet.ru/rus/tvp327
  1. Erik J. Baurdoux, José M. Pedraza, “Predicting the last zero before an exponential time of a spectrally negative Lévy process”, Adv. Appl. Probab., 55:2 (2023), 611  crossref
  2. Jose Correa, Andrés Cristi, Paul Duetting, MohammadTaghi Hajiaghayi, Jan Olkowski, Kevin Schewior, Proceedings of the 24th ACM Conference on Economics and Computation, 2023, 490  crossref
  3. Zhenya Liu, Yuhao Mu, “Optimal Stopping Methods for Investment Decisions: A Literature Review”, IJFS, 10:4 (2022), 96  crossref
  4. Pinto M.B.C., van Schaik K., “Optimally Stopping At a Given Distance From the Ultimate Supremum of a Spectrally Negative Levy Process”, Adv. Appl. Probab., 53:1 (2021), 279–299  crossref  isi
  5. Guerra M. Nunes C. Oliveira C., “Optimal Stopping of One-Dimensional Diffusions With Integral Criteria”, J. Math. Anal. Appl., 481:2 (2020), 123473  crossref  mathscinet  isi
  6. Berezin S., Zayats O., “Skew Brownian Motionwith Dry Friction: Pugachev-Sveshnikov Approach”, Mater. Phys. Mech., 41:1 (2019), 103–110  crossref  isi
  7. Liu Yu., Privault N., “A Recursive Algorithm For Selling At the Ultimate Maximum in Regime-Switching Models”, Methodol. Comput. Appl. Probab., 20:1 (2018), 369–384  crossref  mathscinet  zmath  isi  scopus
  8. Rokhlin D.B., “Minimax Perfect Stopping Rules For Selling An Asset Near Its Ultimate Maximum”, Optim. Lett., 11:8 (2017), 1743–1756  crossref  mathscinet  zmath  isi  scopus
  9. Baurdoux E.J., Kyprianou A.E., Ott C., “Optimal prediction for positive self-similar Markov?processes”, Electron. J. Probab., 21 (2016), 48  crossref  mathscinet  zmath  isi  elib  scopus
  10. Elie R., Espinosa G.-E., “Optimal Selling Rules For Monetary Invariant Criteria: Tracking the Maximum of a Portfolio With Negative Drift”, Math. Financ., 25:4 (2015), 754–788  crossref  mathscinet  zmath  isi  elib  scopus
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