Liu, Yue; Privault, Nicolas A recursive algorithm for selling at the ultimate maximum in regime-switching models. (English) Zbl 1387.93188 Methodol. Comput. Appl. Probab. 20, No. 1, 369-384 (2018). MSC: 93E20 60G40 60J28 35R35 91G80 91G60 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{N. Privault}, Methodol. Comput. Appl. Probab. 20, No. 1, 369--384 (2018; Zbl 1387.93188) Full Text: DOI arXiv
Ivanov, R. V. On predicting the maximum of a semimartingale and the optimal moment to sell a stock. (English. Russian original) Zbl 1320.93091 Autom. Remote Control 76, No. 7, 1193-1200 (2015); translation from Avtom. Telemekh. 76, No. 7, 69-77 (2015). MSC: 93E20 91G10 60H10 60G48 PDFBibTeX XMLCite \textit{R. V. Ivanov}, Autom. Remote Control 76, No. 7, 1193--1200 (2015; Zbl 1320.93091); translation from Avtom. Telemekh. 76, No. 7, 69--77 (2015) Full Text: DOI