95 citations to https://www.mathnet.ru/rus/tvp3764
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Gapeev P.V. Rodosthenous N., “Optimal Stopping Problems in Diffusion-Type Models With Running Maxima and Drawdowns”, J. Appl. Probab., 51:3 (2014), 799–817
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Atsuo Suzuki, Katsushige Sawaki, “Game Russian Options for Double Exponential Jump Diffusion Processes”, JMF, 04:01 (2014), 47
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Pavel V. Gapeev, Neofytos Rodosthenous, “Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns”, Journal of Applied Probability, 51:3 (2014), 799
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Curdin Ott, “Bottleneck options”, Finance Stoch, 18:4 (2014), 845
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Andreas E. Kyprianou, Universitext, Fluctuations of Lévy Processes with Applications, 2014, 307
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Yerkin Kitapbayev, “On the lookback option with fixed strike”, Stochastics, 86:3 (2014), 510
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Andreas Kyprianou, Curdin Ott, “A Capped Optimal Stopping Problem for the Maximum Process”, Acta Appl Math, 129:1 (2014), 147
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Ott C., “Optimal Stopping Problems for the Maximum Process with Upper and Lower Caps”, Ann. Appl. Probab., 23:6 (2013), 2327–2356
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Leszek Słomiński, “Weak and strong approximations of reflected diffusions via penalization methods”, Stochastic Processes and their Applications, 123:3 (2013), 752
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Dai M. Yang Zh. Zhong Y., “Optimal Stock Selling Based on the Global Maximum”, SIAM J. Control Optim., 50:4 (2012), 1804–1822