- Min Dai, Yifei Zhong, “OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE”, Mathematical Finance, 22, № 1, 2012, 165
- Florin Avram, Danijel Grahovac, Ceren Vardar-Acar, “TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems”, ESAIM: PS, 24, 2020, 454
- Eddie C. M. HUI, Ka Kwan Kevin CHAN, “A NEW TIME-DEPENDENT TRADING STRATEGY FOR SECURITIZED REAL ESTATE AND EQUITY INDICES”, International Journal of Strategic Property Management, 24, № 1, 2017, 64
- Pieter Allaart, “A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk”, Journal of Applied Probability, 47, № 4, 2010, 1072
- Eddie C.M. Hui, Ka Kwan Kevin Chan, “Alternative trading strategies to beat “buy-and-hold””, Physica A: Statistical Mechanics and its Applications, 534, 2019, 120800
- Eddie C. M. Hui, Ka Kwan Kevin Chan, “NEW TESTS OF CALENDAR EFFECTS ON EQUITY AND SECURITIZED REAL ESTATE MARKETS”, International Journal of Strategic Property Management, 22, № 4, 2018, 314
- Yu-Jui Huang, Adrien Nguyen-Huu, Xun Yu Zhou, “Stopping Behaviors of Naive and Non-Committed Sophisticated Agents When They Distort Probability”, SSRN Journal, 2017
- Erik Ekström, Martin Vannestål, “Momentum liquidation under partial information”, J. Appl. Probab., 53, № 2, 2016, 341
- YUE LIU, NICOLAS PRIVAULT, “SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL”, Int. J. Theor. Appl. Finan., 20, № 03, 2017, 1750018
- A. L. Vorob’ev, “Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum”, Moscow Univ. Math. Bull., 70, № 4, 2015, 149