60 citations to https://www.mathnet.ru/rus/tvp327
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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
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Jose Correa, Andrés Cristi, Paul Duetting, MohammadTaghi Hajiaghayi, Jan Olkowski, Kevin Schewior, Proceedings of the 24th ACM Conference on Economics and Computation, 2023, 490
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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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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
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Guerra M. Nunes C. Oliveira C., “Optimal Stopping of One-Dimensional Diffusions With Integral Criteria”, J. Math. Anal. Appl., 481:2 (2020), 123473
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Berezin S., Zayats O., “Skew Brownian Motionwith Dry Friction: Pugachev-Sveshnikov Approach”, Mater. Phys. Mech., 41:1 (2019), 103–110
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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
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Rokhlin D.B., “Minimax Perfect Stopping Rules For Selling An Asset Near Its Ultimate Maximum”, Optim. Lett., 11:8 (2017), 1743–1756
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Baurdoux E.J., Kyprianou A.E., Ott C., “Optimal prediction for positive self-similar Markov?processes”, Electron. J. Probab., 21 (2016), 48
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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