60 citations to https://www.mathnet.ru/rus/tvp327
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D. V. Belomestny, L. Rüschendorf, M. A. Urusov, “Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation”, Теория вероятн. и ее примен., 54:1 (2009), 80–96 ; Theory Probab. Appl., 54:1 (2010), 14–28
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du Toit J., Peskir G., “Selling a Stock At the Ultimate Maximum”, Ann Appl Probab, 19:3 (2009), 983–1014
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А. Н. Ширяев, “Об условно-экстремальных задачах скорейшего обнаружения непредсказуемых моментов у наблюдаемого броуновского движения”, Теория вероятн. и ее примен., 53:4 (2008), 751–768 ; A. N. Shiryaev, “On Conditional-Extremal Problems of the Quickest Detection of Nonpredictable Times of the Observable Brownian Motion”, Theory Probab. Appl., 53:4 (2009), 663–678
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Shiryaev A., Xu Z., Zhou X.Yu., “Thou shalt buy and hold”, Quantitative Finance, 8:8 (2008), 765–776
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Fotopoulos S.B., Hu X., Munson C.L., “Flexible supply contracts under price uncertainty”, European Journal of Operational Research, 191:1 (2008), 253–263
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Rueschendorf L., Urusov M.A., “On a class of optimal stopping problems for diffusions with discontinuous coefficients”, Annals of Applied Probability, 18:3 (2008), 847–878
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du Toit J., Peskir G., Shiryaev A.N., “Predicting the last zero of Brownian motion with drift”, Stochastics-An International Journal of Probability and Stochastic Processes, 80:2–3 (2008), 229–245
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du Toit J., Peskir G., “Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift”, Mathematical Control Theory and Finance, 2008, 95–112
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Min Dai, Yifei Zhong, “Optimal Stock Selling/Buying Strategy with Reference to the Ultimate Average”, SSRN Journal, 2008
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Nick H. Bingham, Goran Peskir, Encyclopedia of Quantitative Risk Analysis and Assessment, 2008