Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Bayesian Sequential Change Diagnosis

6 references·6 citing·44 second hop

FromToDepth

this work references cited by second hop

References

2003Monte Carlo Methods in Financial Engineering3,818 cited
2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
1955Theory of Games and Statistical Decisions.1,032 cited
2001Regression methods for pricing complex American-style options612 cited
1949Bayes and Minimax Solutions of Sequential Decision Problems276 cited
1995A generalized change detection problem162 cited

Cited by

2012American step-up and step-down default swaps under Lévy models26 cited
2009Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence23 cited
2012Asymptotically optimal Bayesian sequential change detection and identification rules22 cited
2015Multistate Bayesian Control Chart Over a Finite Horizon19 cited
2013Sequential Detection of Multiple Change Points in Networks: A Graphical Model Approach13 cited
2021Two-Stage Bayesian Sequential Change Diagnosis9 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work