95 citations to https://www.mathnet.ru/rus/tvp3764
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K. Helmes, R. H. Stockbridge, “Linear programming approach to the optimal stopping of singular stochastic processes”, Stochastics, 79:3-4 (2007), 309
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Obloj J., Yor M., “On local martingale and its supremum: Harmonic functions and beyond”, From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 2006, 517–533
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Kurt Helmes, Lecture Notes in Control and Information Sciences, 280, Stochastic Theory and Control, 2006, 185
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José Fajardo, Ernesto Mordecki, From Stochastic Calculus to Mathematical Finance, 2006, 249
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Pavel V. Gapeev, Markus Reiß, “An optimal stopping problem in a diffusion-type model with delay”, Statistics & Probability Letters, 76:6 (2006), 601
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JosÉ Fajardo, Ernesto Mordecki, “Symmetry and duality in Lévy markets”, Quantitative Finance, 6:3 (2006), 219
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Pavel Gapeev, “Discounted optimal stopping for maxima in diffusion models with finite horizon”, Electron. J. Probab., 11:none (2006)
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Duistermaat J.J., Kyprianou A.E., van Schaik K., “Finite expiry Russian options”, Stochastic Processes and Their Applications, 115:4 (2005), 609–638
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Shian-Chang Huang, Mao-Wei Hung, “Pricing foreign equity options under Lévy processes”, J. Fut. Mark., 25:10 (2005), 917
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X. Guo, J. Liu, “Stopping at the maximum of geometric Brownian motion when signals are received”, Journal of Applied Probability, 42:3 (2005), 826