Michał Krawiec, Zbigniew Palmowski, “Multivariate Lévy-type drift change detection and mortality modeling”, Eur. Actuar. J., 14:1 (2024), 175
Cagin Uru, Savas Dayanik, Semih O. Sezer, “Compound Poisson disorder problem with uniformly distributed disorder time”, Bernoulli, 29:3 (2023)
Eksi Z., Schreitl D., “Closing a Bitcoin Trade Optimally Under Partial Information: Performance Assessment of a Stochastic Disorder Model”, Mathematics, 10:1 (2022), 157
Hachmi Ben Ameur, Xuyuan Han, Zhenya Liu, Jonathan Peillex, “When did global warming start? A new baseline for carbon budgeting”, Economic Modelling, 116 (2022), 106005
Guimaraes W.R.S., Lima L.S., “Self-Organizing Three-Dimensional Ising Model of Financial Markets”, Phys. Rev. E, 103:6 (2021), 062130
Xu Z.Q. Yi F., “Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty”, Math. Oper. Res., 45:1 (2020), 384–401
Kruse T. Strack Ph., “An Inverse Optimal Stopping Problem For Diffusion Processes”, Math. Oper. Res., 44:2 (2019), 423–439
Lleo S., Ziemba W.T., “Can Warren Buffett Forecast Equity Market Corrections?”, Eur. J. Financ., 25:4 (2019), 369–393
Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 239
S. Lleo, W. T. Ziemba, “Predicting stock market crashes in China”, J. Portf. Manage., 44:5 (2018), 125–135