A. L. Vorob’ev, “Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum”, Moscow Univ. Math. Bull., 69, no. 3, 2014, 118
Satya N. Majumdar, Jean-Philippe Bouchaud, “Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou”, Quantitative Finance, 8, no. 8, 2008, 753
Jacques du Toit, Goran Peskir, “Selling a stock at the ultimate maximum”, Ann. Appl. Probab., 19, no. 3, 2009
Min Dai, Hanqing Jin, Yifei Zhong, Xun Yu Zhou, Contemporary Quantitative Finance, 2010, 317
Jordan Mann, J. Nathan Kutz, “Dynamic mode decomposition for financial trading strategies”, Quantitative Finance, 16, no. 11, 2016, 1643
Katsunori Ano, Roman Ivanov, “On predicting the ultimate maximum for exponential Lévy processes”, Electron. Commun. Probab., 17, no. none, 2012
Xiongfei Jian, Xun Li, Fahuai Yi, “Optimal investment with stopping in finite horizon”, J Inequal Appl, 2014, no. 1, 2014, 432
Eddie C. M. Hui, Sheung-Chi Phillip Yam, “CAN WE BEAT THE “BUY-AND-HOLD” STRATEGY? ANALYSIS ON EUROPEAN AND AMERICAN SECURITIZED REAL ESTATE INDICES”, International Journal of Strategic Property Management, 18, no. 1, 2014, 28
Hachmi Ben Ameur, Xuyuan Han, Zhenya Liu, Jonathan Peillex, “When did global warming start? A new baseline for carbon budgeting”, Economic Modelling, 116, 2022, 106005
Zuo Quan Xu, Xun Yu Zhou, “Optimal stopping under probability distortion”, Ann. Appl. Probab., 23, no. 1, 2013