60 citations to https://www.mathnet.ru/rus/tvp327
  1. 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  crossref
  2. Ekstrom E., Lindberg C., “Optimal Closing of a Momentum Trade”, J. Appl. Probab., 50:2 (2013), 374–387  crossref  mathscinet  zmath  isi  elib  scopus
  3. Glover K. Hulley H. Peskir G., “Three-Dimensional Brownian Motion and the Golden Ratio Rule”, Ann. Appl. Probab., 23:3 (2013), 895–922  crossref  mathscinet  zmath  isi  elib  scopus
  4. Erik Ekström, Carl Lindberg, “Optimal Closing of a Momentum Trade”, J. Appl. Probab., 50:02 (2013), 374  crossref
  5. Dai M., Zhong Y., “Optimal Stock Selling/Buying Strategy with Reference to the Ultimate Average”, Mathematical Finance, 22:1 (2012), 165–184  crossref  mathscinet  zmath  isi  elib  scopus
  6. 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  mathnet  crossref  mathscinet  zmath  elib; Theory Probab. Appl., 57:2 (2013), 357–366  crossref  isi  elib
  7. Ano K., Ivanov R.V., “On Predicting the Ultimate Maximum for Exponential Levy Processes”, Electron. Commun. Probab., 17 (2012), 1–9  crossref  mathscinet  isi  scopus
  8. Allaart P.C., “Predicting the Supremum: Optimality of ‘Stop at Once Or Not at All’”, J. Appl. Probab., 49:3 (2012), 806–820  crossref  mathscinet  zmath  isi  elib  scopus
  9. 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  crossref  mathscinet  zmath  isi  elib  scopus
  10. Peskir G., “Optimal Detection of a Hidden Target: the Median Rule”, Stoch. Process. Their Appl., 122:5 (2012), 2249–2263  crossref  mathscinet  zmath  isi  elib  scopus
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