79 citations to https://www.mathnet.ru/rus/tvp3941
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Jean-Paul Décamps, Fabien Gensbittel, Thomas Mariotti, “Investment Timing and Technological Breakthroughs”, Mathematics of OR, 2024
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Xian Chen, Yong Chen, Yumin Cheng, Chen Jia, “Moderate and $L^p$ Maximal Inequalities for Diffusion Processes and Conformal Martingales”, J Theor Probab, 2024
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Cloud Makasu, “On the exact constants in one-sided maximal inequalities for Bessel processes”, Sequential Analysis, 42:1 (2023), 35
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Zhengqing Zhou, Guanyang Wang, Jose H. Blanchet, Peter W. Glynn, “Unbiased Optimal Stopping via the MUSE”, Stochastic Processes and their Applications, 166 (2023), 104088
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Cloud Makasu, “One-sided maximal inequalities for a randomly stopped Bessel process”, Sequential Analysis, 42:2 (2023), 182
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Doruk Cetemen, Can Urgun, Leeat Yariv, “Collective Progress: Dynamics of Exit Waves”, Journal of Political Economy, 131:9 (2023), 2402
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Gapeev V P. Li L., “Optimal Stopping Problems For Maxima and Minima in Models With Asymmetric Information”, Stochastics, 94:4 (2022), 602–628
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Pavel V. Gapeev, “Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes”, Methodol Comput Appl Probab, 24:2 (2022), 749
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Pavel V. Gapeev, Libo Li, “Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information”, SIAM J. Finan. Math., 13:3 (2022), 773
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Pavel V. Gapeev, Hessah Al Motairi, “Discounted optimal stopping problems in first-passage time models with random thresholds”, J. Appl. Probab., 59:3 (2022), 714