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The Maximality Principle Revisited: On Certain Optimal Stopping Problems
6 references·1 citing·25 second hop
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this work references cited by second hop

References

  • 1976On the Lp norms of stochastic integrals and other martingales122 cited
  • 1994Optimal Stopping Rules and Maximal Inequalities for Bessel Processes110 cited
  • 1998Optimal stopping of the maximum process: the maximality principle108 cited
  • 1999Designing options given the risk: the optimal Skorokhod-embedding problem46 cited
  • 2003The time to a given drawdown in Brownian Motion29 cited
  • 2006On Local Martingale and its Supremum: Harmonic Functions and beyond26 cited

Cited by

  • 2010Quickest detection of a hidden target and extremal surfaces21 cited

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