Dai M., Yang Zh., Zhong Y., “Optimal Stock Selling Based on the Global Maximum”, SIAM J. Control Optim., 50:4 (2012), 1804–1822
Espinosa G.-E., Touzi N., “Detecting the Maximum of a Scalar Diffusion with Negative Drift”, SIAM J. Control Optim., 50:5 (2012), 2543–2572
Min Dai, Zhou Yang, Yifei Zhong, “Optimal Stock Selling Based on the Global Maximum”, SSRN Journal, 2012
Eddie C. M. Hui, Sheung-Chi Phillip Yam, Si-Wei Chen, “SHIRYAEV-ZHOU INDEX – A NOBLE APPROACH TO BENCHMARKING AND ANALYSIS OF REAL ESTATE STOCKS”, International Journal of Strategic Property Management, 16:2 (2012), 158
С. С. Синельников, “Об оптимальной остановке броуновского движения с отрицательным сносом”, Теория вероятн. и ее примен., 56:2 (2011), 391–398 ; S. S. Sinelnikov, “On optimal stopping for Brownian motion with a negative drift”, Theory Probab. Appl., 56:2 (2011), 343–350
Bernyk V., Dalang R.C., Peskir G., “Predicting the Ultimate Supremum of a Stable Levy Process with No Negative Jumps”, Ann Probab, 39:6 (2011), 2385–2423
S. S. Sinelnikov, “The optimal stopping problem concerned with ultimate maximum of a Lévy process”, Moscow Univ. Math. Bull., 66:4 (2011), 158
Erik Ekström, Bing Lu, “Optimal Selling of an Asset under Incomplete Information”, International Journal of Stochastic Analysis, 2011 (2011), 1
Allaart P., “A General 'Bang-Bang' Principle for Predicting the Maximum of a Random Walk”, J Appl Probab, 47:4 (2010), 1072–1083
Cohen A., “Examples of optimal prediction in the infinite horizon case”, Statistics & Probability Letters, 80:11–12 (2010), 950–957