Selling a stock at the ultimate maximum
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- Arcand, Jean-Louis & Hongler, Max-Olivier & Rinaldo, Daniele, 2020. "Increasing risk: Dynamic mean-preserving spreads," Journal of Mathematical Economics, Elsevier, vol. 86(C), pages 69-82.
- Luluwah Al-Fagih, 2015. "The British Knock-Out Put Option," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(02), pages 1-32.
- Lempa, Jukka & Mordecki, Ernesto & Salminen, Paavo, 2024. "Diffusion spiders: Green kernel, excessive functions and optimal stopping," Stochastic Processes and their Applications, Elsevier, vol. 167(C).
- Peskir, Goran, 2012. "Optimal detection of a hidden target: The median rule," Stochastic Processes and their Applications, Elsevier, vol. 122(5), pages 2249-2263.
- Buonaguidi, B., 2023. "An optimal sequential procedure for determining the drift of a Brownian motion among three values," Stochastic Processes and their Applications, Elsevier, vol. 159(C), pages 320-349.
- Aleksandar Mijatovic & Martijn R. Pistorius, 2011. "On the drawdown of completely asymmetric Levy processes," Papers 1103.1460, arXiv.org, revised Sep 2012.
- Yang, Aijun & Liu, Yue & Xiang, Ju & Yang, Hongqiang, 2016. "Optimal buying at the global minimum in a regime switching model," Mathematical Social Sciences, Elsevier, vol. 84(C), pages 50-55.
- Liu, Yue & Sun, Huaping & Meng, Bo & Jin, Shunlin & Chen, Bin, 2023. "How to purchase carbon emission right optimally for energy-consuming enterprises? Analysis based on optimal stopping model," Energy Economics, Elsevier, vol. 124(C).
- Johnson, P. & Pedersen, J.L. & Peskir, G. & Zucca, C., 2022. "Detecting the presence of a random drift in Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 1068-1090.
- Cohen, Albert, 2010. "Examples of optimal prediction in the infinite horizon case," Statistics & Probability Letters, Elsevier, vol. 80(11-12), pages 950-957, June.
- Christensen, Sören & Crocce, Fabián & Mordecki, Ernesto & Salminen, Paavo, 2019. "On optimal stopping of multidimensional diffusions," Stochastic Processes and their Applications, Elsevier, vol. 129(7), pages 2561-2581.
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