60 citations to https://www.mathnet.ru/rus/tvp327
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Dimitri O. Ledenyov, Viktor O. Ledenyov, “Strategies on Initial Public Offering of Company Equity at Stock Exchanges in Imperfect Highly Volatile Global Capital Markets with Induced Nonlinearities”, SSRN Journal, 2014
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Ekstrom E., Lindberg C., “Optimal Closing of a Momentum Trade”, J. Appl. Probab., 50:2 (2013), 374–387
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Glover K. Hulley H. Peskir G., “Three-Dimensional Brownian Motion and the Golden Ratio Rule”, Ann. Appl. Probab., 23:3 (2013), 895–922
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Erik Ekström, Carl Lindberg, “Optimal Closing of a Momentum Trade”, J. Appl. Probab., 50:02 (2013), 374
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Dai M., Zhong Y., “Optimal Stock Selling/Buying Strategy with Reference to the Ultimate Average”, Mathematical Finance, 22:1 (2012), 165–184
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S. C. Yam, S. P. Yung, W. Zhou, “A unified “bang-bang” principle with respect to R-invariant performance benchmarks”, Теория вероятн. и ее примен., 57:2 (2012), 405–414 ; Theory Probab. Appl., 57:2 (2013), 357–366
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Ano K., Ivanov R.V., “On Predicting the Ultimate Maximum for Exponential Levy Processes”, Electron. Commun. Probab., 17 (2012), 1–9
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Allaart P.C., “Predicting the Supremum: Optimality of ‘Stop at Once Or Not at All’”, J. Appl. Probab., 49:3 (2012), 806–820
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Yam S.C.P., Yung S.P., Zhou W., “Optimal Selling Time in Stock Market Over a Finite Time Horizon”, Acta Math. Appl. Sin.-Engl. Ser., 28:3 (2012), 557–570
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Peskir G., “Optimal Detection of a Hidden Target: the Median Rule”, Stoch. Process. Their Appl., 122:5 (2012), 2249–2263