73 citations to https://www.mathnet.ru/rus/tvp662
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Goran Peskir, “ON THE AMERICAN OPTION PROBLEM”, Mathematical Finance, 15:1 (2005), 169
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Jesper Lund Pedersen, Recent Advances in Applied Probability, 2005, 427
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Robert C. Dalang, M.-O. Hongler, “The right time to sell a stock whose price is driven by Markovian noise”, Ann. Appl. Probab., 14:4 (2004)
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P.V. Gapeev*, G. Peskir, “The Wiener Sequential Testing Problem with Finite Horizon”, Stochastics and Stochastic Reports, 76:1 (2004), 59
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Dayanik S., Karatzas L., “On the optimal stopping problem for one–dimensional diffusions”, Stochastic Processes and Their Applications, 107:2 (2003), 173–212
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Erik Ekström, “Perpetual American put options in a level-dependent volatility model”, Journal of Applied Probability, 40:3 (2003), 783
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Erik Ekström, “Perpetual American put options in a level-dependent volatility model”, J. Appl. Probab., 40:03 (2003), 783
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F. Dusonchet, M. Hongler, “Continuous-time restless bandit and dynamic scheduling for make-to-stock production”, IEEE Trans. Robot. Automat., 19:6 (2003), 977
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Del Moral P., Guionnet A., “Large deviations for interacting particle systems: Applications to non–linear filtering”, Stochastic Processes and Their Applications, 78:1 (1998), 69–95
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Е. В. Ягнятинский, “Одна задача оптимального последовательного инвестирования”, УМН, 52:4(316) (1997), 193–194 ; E. V. Yagnyatinskii, “A problem of optimal sequential investing”, Russian Math. Surveys, 52:4 (1997), 850–851