Rokhlin, Dmitry B. Minimax perfect stopping rules for selling an asset near its ultimate maximum. (English) Zbl 1410.90204 Optim. Lett. 11, No. 8, 1743-1756 (2017). MSC: 90C30 90C90 PDFBibTeX XMLCite \textit{D. B. Rokhlin}, Optim. Lett. 11, No. 8, 1743--1756 (2017; Zbl 1410.90204) Full Text: DOI arXiv
Lai, Tse Leung; Yao, Yi-Ching; Aitsahlia, Farid Corrected random walk approximations to free boundary problems in optimal stopping. (English) Zbl 1127.60038 Adv. Appl. Probab. 39, No. 3, 753-775 (2007). MSC: 60G40 60H30 90C39 PDFBibTeX XMLCite \textit{T. L. Lai} et al., Adv. Appl. Probab. 39, No. 3, 753--775 (2007; Zbl 1127.60038) Full Text: DOI