80 citations to https://www.mathnet.ru/rus/tvp3941
  1. 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  crossref
  2. 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  crossref
  3. 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  crossref  isi
  4. Can Urgun, Leeat Yariv, “Retrospective Search: Exploration and Ambition on Uncharted Terrain”, SSRN Journal, 2021  crossref
  5. 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  crossref
  6. Gapeev V P., “Optimal Stopping Problems For Running Minima With Positive Discounting Rates”, Stat. Probab. Lett., 167 (2020), 108899  crossref  isi
  7. Can Urgun, Leeat Yariv, “Retrospective Search: Exploration and Ambition on Uncharted Terrain”, SSRN Journal, 2020  crossref
  8. 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  crossref
  9. Cloud Makasu, “Remark on maximal inequalities for Bessel processes”, Journal of Mathematical Analysis and Applications, 482:1 (2020), 123531  crossref
  10. 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  crossref
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