79 citations to https://www.mathnet.ru/rus/tvp3941
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Pavel V. Gapeev, Peter M. Kort, Maria N. Lavrutich, Jacco J. J. Thijssen, “Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions”, Methodol Comput Appl Probab, 24:2 (2022), 789
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Gapeev V P. Kort P.M. Lavrutich M.N., “Discounted Optimal Stopping Problems For Maxima of Geometric Brownian Motionswith Switching Payoffs”, Adv. Appl. Probab., 53:1 (2021), 189–219
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Can Urgun, Leeat Yariv, “Retrospective Search: Exploration and Ambition on Uncharted Terrain”, SSRN Journal, 2021
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Cláudia Nunes, Carlos Oliveira, Rita Pimentel, “Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations”, Journal of Economic Dynamics and Control, 130 (2021), 104154
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Gapeev V P., “Optimal Stopping Problems For Running Minima With Positive Discounting Rates”, Stat. Probab. Lett., 167 (2020), 108899
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Can Urgun, Leeat Yariv, “Retrospective Search: Exploration and Ambition on Uncharted Terrain”, SSRN Journal, 2020
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Florin Avram, Danijel Grahovac, Ceren Vardar-Acar, “TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems”, ESAIM: PS, 24 (2020), 454
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Cloud Makasu, “Remark on maximal inequalities for Bessel processes”, Journal of Mathematical Analysis and Applications, 482:1 (2020), 123531
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Sören Christensen, Albrecht Irle, “The monotone case approach for the solution of certain multidimensional optimal stopping problems”, Stochastic Processes and their Applications, 130:4 (2020), 1972
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Gapeev V P. Rodosthenous N. Chinthalapati V.L.R., “On the Laplace Transforms of the First Hitting Times For Drawdowns and Drawups of Diffusion-Type Processes”, Risks, 7:3 (2019), 87