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Can Urgun, Leeat Yariv, “Retrospective Search: Exploration and Ambition on Uncharted Terrain”, SSRN Journal, 2021
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
Gapeev V P., “Optimal Stopping Problems For Running Minima With Positive Discounting Rates”, Stat. Probab. Lett., 167 (2020), 108899
Can Urgun, Leeat Yariv, “Retrospective Search: Exploration and Ambition on Uncharted Terrain”, SSRN Journal, 2020
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
Cloud Makasu, “Remark on maximal inequalities for Bessel processes”, Journal of Mathematical Analysis and Applications, 482:1 (2020), 123531
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
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