16 citations to 10.1080/17442500701840950 (Crossref Cited-By Service)
  1. DAN REN, “OPTIMAL STOPPING FOR THE LAST EXIT TIME”, Bull. Aust. Math. Soc., 99, № 1, 2019, 148  crossref
  2. Kristoffer Glover, Hardy Hulley, “Optimal Prediction of the Last-Passage Time of a Transient Diffusion”, SIAM J. Control Optim., 52, № 6, 2014, 3833  crossref
  3. Aijun Yang, Yue Liu, Ju Xiang, Hongqiang Yang, “Optimal buying at the global minimum in a regime switching model”, Mathematical Social Sciences, 84, 2016, 50  crossref
  4. Xiaofeng Yang, José M. Pedraza, Bin Li, “Last exit time until first exit time for spectrally negative Lévy processes”, J. Appl. Probab., 2025, 1  crossref
  5. Erik J. Baurdoux, José M. Pedraza, “On the last zero process with an application in corporate bankruptcy”, Adv. Appl. Probab., 2025, 1  crossref
  6. B. Buonaguidi, “Numerical approaches to finite-horizon optimal stopping problems for the Shiryaev process”, Stat Comput, 35, № 6, 2025, 171  crossref
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