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Larry A Shepp · Study
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Author
Larry A Shepp
11 works
· latest 2006
· 2 institutions
cluster: provisional
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11
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11
Citations
1,427
Works here
11
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06
Most cited in this library
Some solvable stochastic control problemst†
1980 · 316 citations
Risk vs. profit potential: A model for corporate strategy
1996 · 231 citations
The Russian Option: Reduced Regret
1993 · 229 citations
The joint density of the maximum and its location for a Wiener process with drift
1979 · 132 citations
A New Look at Pricing of the ”Russian Option“
1995 · 122 citations
Works
11 shown
The advantage of capitalism vs. socialism depends on the criterion
Journal of Mathematical Sciences
·
2006
·
2 authors
24
citations
A model for stock price fluctuations based on information
IEEE Transactions on Information Theory
·
2002
·
1 author
·
Open access
29
citations
Some optimal stopping problems with nontrivial boundaries for pricing exotic options
Journal of Applied Probability
·
2001
·
2 authors
76
citations
Bandit problems with infinitely many arms
The Annals of Statistics
·
1997
·
5 authors
·
Open access
117
citations
Risk vs. profit potential: A model for corporate strategy
Journal of Economic Dynamics and Control
·
1996
·
2 authors
·
Open access
231
citations
A New Look at Pricing of the ”Russian Option“
Theory of Probability and Its Applications
·
1995
·
2 authors
·
Open access
122
citations
Optimal Stopping Rules and Maximal Inequalities for Bessel Processes
Theory of Probability and Its Applications
·
1994
·
3 authors
·
Open access
110
citations
The Russian Option: Reduced Regret
The Annals of Applied Probability
·
1993
·
2 authors
229
citations
A Note on Conditional Exponential Moments and Onsager-Machlup Functionals
The Annals of Probability
·
1992
·
2 authors
·
Open access
41
citations
Some solvable stochastic control problemst†
Stochastics
·
1980
·
3 authors
316
citations
The joint density of the maximum and its location for a Wiener process with drift
Journal of Applied Probability
·
1979
·
1 author
132
citations