95 citations to https://www.mathnet.ru/rus/tvp3764
  1. Larry A. Shepp, Albert N. Shiryaev, Agnes Sulem, Advances in Finance and Stochastics, 2002, 271  crossref
  2. L. Shepp, “A model for stock price fluctuations based on information”, IEEE Trans. Inform. Theory, 48:6 (2002), 1372  crossref
  3. Л. А. Шепп, А. Н. Ширяев, “Русский опцион в условиях возможного “замораживания” цен”, УМН, 56:1(337) (2001), 187–188  mathnet  crossref  mathscinet  zmath  adsnasa; L. A. Shepp, A. N. Shiryaev, “The Russian option under conditions of a possible price “freeze””, Russian Math. Surveys, 56:1 (2001), 179–181  crossref  isi
  4. Xin Guo, Larry Shepp, “Some optimal stopping problems with nontrivial boundaries for pricing exotic options”, Journal of Applied Probability, 38:3 (2001), 647  crossref
  5. Xin Guo, “An explicit solution to an optimal stopping problem with regime switching”, Journal of Applied Probability, 38:2 (2001), 464  crossref
  6. Pedersen J.L., “Discounted optimal stopping problems for the maximum process”, Journal of Applied Probability, 37:4 (2000), 972–983  crossref  mathscinet  zmath  isi
  7. M. Beibel, H. R. Lerche, “A note on optimal stopping of regular diffusions under random discounting”, Теория вероятн. и ее примен., 45:4 (2000), 657–669  mathnet  crossref  isi; M. Beibel, H. R. Lerche, “A note on optimal stopping of regular diffusions under random discounting”, Theory Probab. Appl., 45:4 (2001), 547–557  mathnet  crossref
  8. Peskir G., “Optimal stopping of the maximum process: The maximality principle”, Annals of Probability, 26:4 (1998), 1614–1640  crossref  mathscinet  zmath  isi
  9. S. Graversen, G. Peskir, “On the Russian option: The expected waiting time”, Теория вероятн. и ее примен., 42:3 (1997), 564–575  mathnet  crossref  isi; S. Graversen, G. Peskir, “On the Russian option: The expected waiting time”, Theory Probab. Appl., 42:3 (1998), 416–425  mathnet  crossref
  10. С. Н. Волков, “Расчет стоимости одного опциона Американского типа”, УМН, 50:6(306) (1995), 173–174  mathnet  mathscinet  zmath  adsnasa; S. N. Volkov, “Calculation of the cost of one American-type option”, Russian Math. Surveys, 50:6 (1995), 1318–1320  crossref  isi
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