Shoou-Ren Hsiau, Yi-Shen Lin, Yi-Ching Yao, “Logconcave reward functions and optimal stopping rules of threshold form”, Electron. J. Probab., 19, № none, 2014
Masahiko Egami, Kazutoshi Yamazaki, “On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models”, Advances in Applied Probability, 46, № 1, 2014, 139
Sören Christensen, “Phase-Type Distributions and Optimal Stopping for Autoregressive Processes”, J. Appl. Probab., 49, № 01, 2012, 22
Sören Christensen, “Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci”, Sequential Analysis, 33, № 2, 2014, 158
“Advances in Applied Probability Volume 30 (1998): Index: General Applied Probability”, Advances in Applied Probability, 30, № 4, 1998, 1157
Sören Christensen, “An effective method for the explicit solution of sequential problems on the real line”, Sequential Analysis, 36, № 1, 2017, 2
Sören Christensen, Albrecht Irle, “A general method for finding the optimal threshold in discrete time”, Stochastics, 91, № 5, 2019, 728
T. N. Sriram, Ross Iaci, “Authors' Response”, Sequential Analysis, 33, № 2, 2014, 194
Albrecht Irle, “Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci”, Sequential Analysis, 33, № 2, 2014, 165
Sören Christensen, “Phase-Type Distributions and Optimal Stopping for Autoregressive Processes”, Journal of Applied Probability, 49, № 1, 2012, 22