73 citations to https://www.mathnet.ru/rus/tvp662
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Budhi Arta Surya, “Finite Maturity Optimal Stopping of Levy Processes with Running Cost, Stopping Cost and Terminal Gain”, SSRN Journal, 2012
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Xiao-feng Yang, Jin-ping Yu, Wen-li Huang, Sheng-hong Li, “Pricing permanent convertible bonds in EVG model”, Appl. Math. J. Chin. Univ., 27:3 (2012), 268
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PAVEL V. GAPEEV, “PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION”, Int. J. Theor. Appl. Finan., 15:01 (2012), 1250010
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Pavel V. Gapeev, Albert N. Shiryaev, “On the sequential testing problem for some diffusion processes”, Stochastics, 83:4-6 (2011), 519
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Pavel V. Gapeev, “Pricing of Perpetual American Options in a Model with Partial Information”, SSRN Journal, 2010
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D. V. Belomestny, L. Rüschendorf, M. A. Urusov, “Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation”, Теория вероятн. и ее примен., 54:1 (2009), 80–96 ; Theory Probab. Appl., 54:1 (2010), 14–28
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Dayanik S., “Optimal stopping of linear diffusions with random discounting”, Mathematics of Operations Research, 33:3 (2008), 645–661
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Viorel Barbu, Carlo Marinelli, “Variational Inequalities in Hilbert Spaces with Measures and Optimal Stopping Problems”, Appl Math Optim, 57:2 (2008), 237
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Pavel V. Gapeev, “Perpetual barrier options in jump-diffusion models”, Stochastics, 79:1-2 (2007), 139
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B. A. Surya, “An approach for solving perpetual optimal stopping problems driven by Lévy processes”, Stochastics, 79:3-4 (2007), 337