60 citations to https://www.mathnet.ru/rus/tvp327
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Fotopoulos S.B., Jandhyala V.K., Luo Yu., “Subordinated Brownian Motion: Last Time the Process Reaches Its Supremum”, Sankhya Ser. A, 77:1 (2015), 46–64
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Perez I., Le H., “Time-Randomized Stopping Problems For a Family of Utility Functions”, SIAM J. Control Optim., 53:3 (2015), 1328–1345
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А. А. Каменов, “Оптимальная остановка для абсолютного максимума однородной диффузии”, Вестн. Моск. ун-та. Сер. 1. Матем., мех., 2015, № 5, 7–13 ; A. A. Kamenov, “Optimal stopping for absolute maximum of homogeneous diffusion”, Moscow University Mathematics Bulletin, 70:5 (2015), 202–207
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Hui E.C.M., Chan Ka Kwan Kevin, “Can We Still Beat “Buy-and-Hold” for Individual Stocks?”, Physica A, 410 (2014), 513–534
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Glover K., Hulley H., “Optimal Prediction of the Last-Passage Time of a Transient Diffusion”, SIAM J. Control Optim., 52:6 (2014), 3833–3853
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Baurdoux E.J., van Schaik K., “Predicting the Time At Which a Levy Process Attains Its Ultimate Supremum”, Acta Appl. Math., 134:1 (2014), 21–44
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Peskir G., “Quickest Detection of a Hidden Target and Extremal Surfaces”, Ann. Appl. Probab., 24:6 (2014), 2340–2370
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Nick H. Bingham, Goran Peskir, Wiley StatsRef: Statistics Reference Online, 2014
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Eddie Hui, Philip Yam, John Wright, Kevin Chan, “Shall we buy and hold? Evidence from Asian real estate markets”, Journal of Property Investment & Finance, 32:2 (2014), 168
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Eddie C. M. Hui, Sheung-Chi Phillip Yam, “CAN WE BEAT THE “BUY-AND-HOLD” STRATEGY? ANALYSIS ON EUROPEAN AND AMERICAN SECURITIZED REAL ESTATE INDICES”, International Journal of Strategic Property Management, 18:1 (2014), 28