- J. du Toit, G. Peskir, “The trap of complacency in predicting the maximum”, Ann. Probab., 35, № 1, 2007
- Alessandro Casati, Serge Tabachnik, Advances in Financial Risk Management, 2013, 347
- Bernard Roynette, Pierre Vallois, Marc Yor, “Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I”, Studia Scientiarum Mathematicarum Hungarica, 43, № 2, 2006, 171
- Сергей Сергеевич Синельников, Sergey Sergeevich Sinelnikov, “Об оптимальной остановке броуновского движения с отрицательным сносом”, ТВП, 56, № 2, 2011, 391
- Peter Grandits, “Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift”, Bernoulli, 27, № 2, 2021
- Malik Magdon-Ismail, Amir F. Atiya, Amrit Pratap, Yaser S. Abu-Mostafa, “On the maximum drawdown of a Brownian motion”, Journal of Applied Probability, 41, № 1, 2004, 147
- Malik Magdon-Ismail, Amir F. Atiya, Amrit Pratap, Yaser S. Abu-Mostafa, “On the maximum drawdown of a Brownian motion”, J. Appl. Probab., 41, № 01, 2004, 147
- Xian Chen, Yong Chen, Yumin Cheng, Chen Jia, “Moderate and $L^p$ Maximal Inequalities for Diffusion Processes and Conformal Martingales”, J Theor Probab, 2024
- Tommaso Proietti, “Ups and (Draw)Downs”, SSRN Journal, 2024