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Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift

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Cited by

2011Predicting the ultimate supremum of a stable Lévy process with no negative jumps24 cited
2019An Optimal Stopping Problem of Detecting Entry Points for Trading Modeled by Geometric Brownian Motion22 cited
2010Quickest detection of a hidden target and extremal surfaces21 cited
2011

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Predicting the Ultimate Supremum of a Stable Lévy Process with No Negative Jumps

20 cited

2014Quickest detection of a hidden target and extremal surfaces19 cited