Min Dai, Zhou Yang, Yifei Zhong. Optimal Stock Selling Based on the Global Maximum. SIAM J. Control and Optimization, 50(4):1804-1822, 2012. [doi]
@article{DaiYZ12,
title = {Optimal Stock Selling Based on the Global Maximum},
author = {Min Dai and Zhou Yang and Yifei Zhong},
year = {2012},
doi = {10.1137/110844179},
url = {http://dx.doi.org/10.1137/110844179},
researchr = {https://researchr.org/publication/DaiYZ12},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {50},
number = {4},
pages = {1804-1822},
}