Min Dai, Qing Zhang, Qiji Jim Zhu, “Optimal Trend Following Trading Rules”, SSRN Journal, 2011
Iker Perez, Huiling Le, “Time-Randomized Stopping Problems for a Family of Utility Functions”, SIAM J. Control Optim., 53, no. 3, 2015, 1328
Mark Kantšukov, Priit Sander, “Optimal Holding Period of an Investment Property Under Different Systems of Income Taxation – An Individual Investor’s Perspective”, Real Estate Management and Valuation, 30, no. 3, 2022, 12
Luu H. Duc, Jürgen Jost, “How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost”, SIAM J. Finan. Math., 14, no. 3, 2023, 879
Olivier Brandouy, Jean-Paul Delahaye, Lin Ma, “A computational definition of financial randomness”, Quantitative Finance, 14, no. 5, 2014, 761
Alexander V. Kulikov, Pavel P. Gusyatnikov, 682, Computational Management Science, 2016, 195
Nader Karimi, Hirbod Assa, Erfan Salavati, Hojatollah Adibi, “Calibration of Storage Model by Multi-Stage Statistical and Machine Learning Methods”, Comput Econ, 62, no. 4, 2023, 1437
Pham Van Khanh, “When to Sell an Asset Where Its Drift Drops from a High Value to a Smaller One”, AJOR, 05, no. 06, 2015, 514
Romuald Elie, Gilles‐Edouard Espinosa, “OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT”, Mathematical Finance, 25, no. 4, 2015, 754
Yue Liu, Lixin Tian, Huaping Sun, Linwang Yuan, Xiling Zhang, “Marginal return-ability measurement of carbon emission right and its application to unification route analysis of carbon markets”, Journal of Cleaner Production, 345, 2022, 130684