60 citations to https://www.mathnet.ru/rus/tvp327
  1. 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  mathnet  crossref  mathscinet; Theory Probab. Appl., 54:1 (2010), 14–28  crossref  isi
  2. du Toit J., Peskir G., “Selling a Stock At the Ultimate Maximum”, Ann Appl Probab, 19:3 (2009), 983–1014  crossref  mathscinet  zmath  isi  scopus
  3. 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  mathnet  crossref  mathscinet  zmath; 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  crossref  isi
  4. Shiryaev A., Xu Z., Zhou X.Yu., “Thou shalt buy and hold”, Quantitative Finance, 8:8 (2008), 765–776  crossref  mathscinet  zmath  isi  elib  scopus
  5. Fotopoulos S.B., Hu X., Munson C.L., “Flexible supply contracts under price uncertainty”, European Journal of Operational Research, 191:1 (2008), 253–263  crossref  mathscinet  zmath  isi  scopus
  6. 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  crossref  mathscinet  zmath  isi  scopus
  7. 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  crossref  mathscinet  zmath  isi  scopus
  8. 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  crossref  mathscinet  zmath  isi  scopus
  9. Min Dai, Yifei Zhong, “Optimal Stock Selling/Buying Strategy with Reference to the Ultimate Average”, SSRN Journal, 2008  crossref
  10. Nick H. Bingham, Goran Peskir, Encyclopedia of Quantitative Risk Analysis and Assessment, 2008  crossref
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