{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,21]],"date-time":"2025-02-21T13:39:20Z","timestamp":1740145160262,"version":"3.37.3"},"reference-count":14,"publisher":"Springer Science and Business Media LLC","issue":"8","license":[{"start":{"date-parts":[[2016,10,26]],"date-time":"2016-10-26T00:00:00Z","timestamp":1477440000000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"name":"Southern Federal University","award":["213.01-07-2014\/07"],"award-info":[{"award-number":["213.01-07-2014\/07"]}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Optim Lett"],"published-print":{"date-parts":[[2017,12]]},"DOI":"10.1007\/s11590-016-1091-8","type":"journal-article","created":{"date-parts":[[2016,10,26]],"date-time":"2016-10-26T11:48:22Z","timestamp":1477482502000},"page":"1743-1756","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Minimax perfect stopping rules for selling an asset near its ultimate maximum"],"prefix":"10.1007","volume":"11","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-2625-141X","authenticated-orcid":false,"given":"Dmitry B.","family":"Rokhlin","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2016,10,26]]},"reference":[{"key":"1091_CR1","unstructured":"Abramowicz, M., Stegun, I.A. (eds): Handbook of mathematical functions with formulas, graphs, and mathematical tables, vol.\u00a055 of NBS Appl. Math. Series. Washington (1972)"},{"issue":"7","key":"1091_CR2","doi-asserted-by":"crossref","first-page":"760","DOI":"10.1287\/mnsc.19.7.760","volume":"19","author":"VS Bawa","year":"1973","unstructured":"Bawa, V.S.: Minimax policies for selling a nondivisible asset. Manage. Sci. 19(7), 760\u2013762 (1973)","journal-title":"Manage. Sci."},{"key":"1091_CR3","doi-asserted-by":"crossref","unstructured":"Dai, M., Jin, H., Zhong, Y., Zhou, X.Y.: Buy low and sell high. In: Contemporary quantitative finance, pp.\u00a0317\u2013333. Springer, New York (2010)","DOI":"10.1007\/978-3-642-03479-4_16"},{"key":"1091_CR4","volume-title":"Probabilities and potential","author":"C Dellacherie","year":"1978","unstructured":"Dellacherie, C., Meyer, P.-A.: Probabilities and potential. North-Holland, Amsterdam (1978)"},{"issue":"1","key":"1091_CR5","doi-asserted-by":"crossref","first-page":"340","DOI":"10.1214\/009117906000000638","volume":"35","author":"J Toit du","year":"2007","unstructured":"du Toit, J., Peskir, G.: The trap of complacency in predicting the maximum. Ann. Probab. 35(1), 340\u2013365 (2007)","journal-title":"Ann. Probab."},{"issue":"3","key":"1091_CR6","doi-asserted-by":"crossref","first-page":"983","DOI":"10.1214\/08-AAP566","volume":"19","author":"J Toit du","year":"2009","unstructured":"du Toit, J., Peskir, G.: Selling a stock at the ultimate maximum. Ann. Appl. Probab. 19(3), 983\u20131014 (2009)","journal-title":"Ann. Appl. Probab."},{"issue":"1","key":"1091_CR7","doi-asserted-by":"crossref","first-page":"125","DOI":"10.1137\/S0040585X97978075","volume":"45","author":"SE Graversen","year":"2001","unstructured":"Graversen, S.E., Peskir, G., Shiryaev, A.N.: Stopping Brownian motion without anticipation as close as possible to its ultimate maximum. Theory Probab. Appl. 45(1), 125\u2013136 (2001)","journal-title":"Theory Probab. Appl."},{"issue":"4","key":"1091_CR8","doi-asserted-by":"crossref","first-page":"545","DOI":"10.1111\/j.1467-9965.2008.00347.x","volume":"18","author":"J Evans","year":"2008","unstructured":"Evans, J., Henderson, V., Hobson, D.: Optimal timing for an indivisible asset sale. Math. Finance 18(4), 545\u2013567 (2008)","journal-title":"Math. Finance"},{"key":"1091_CR9","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-84628-737-4","volume-title":"Mathematical methods for financial markets","author":"M Jeanblanc","year":"2009","unstructured":"Jeanblanc, M., Yor, M., Chesney, M.: Mathematical methods for financial markets. Springer, London (2009)"},{"issue":"4","key":"1091_CR10","doi-asserted-by":"crossref","first-page":"205","DOI":"10.1080\/1045112031000118994","volume":"75","author":"JL Pedersen","year":"2003","unstructured":"Pedersen, J.L.: Optimal prediction of the ultimate maximum of Brownian motion. Stoch. Stoch. Rep. 75(4), 205\u2013219 (2003)","journal-title":"Stoch. Stoch. Rep."},{"issue":"7","key":"1091_CR11","doi-asserted-by":"crossref","first-page":"379","DOI":"10.1287\/mnsc.17.7.379","volume":"17","author":"G Pye","year":"1971","unstructured":"Pye, G.: Minimax policies for selling an asset and dollar averaging. Manage. Sci. 17(7), 379\u2013393 (1971)","journal-title":"Manage. Sci."},{"issue":"8","key":"1091_CR12","doi-asserted-by":"crossref","first-page":"765","DOI":"10.1080\/14697680802563732","volume":"8","author":"A Shiryaev","year":"2008","unstructured":"Shiryaev, A., Xu, Z., Zhou, X.Y.: Thou shalt buy and hold. Quant. Finance 8(8), 765\u2013776 (2008)","journal-title":"Quant. Finance"},{"key":"1091_CR13","doi-asserted-by":"crossref","unstructured":"Shiryaev, A.N.: Quickest detection problems in the technical analysis of the financial data. In: Proc. Math. Finance Bachelier Congress (Paris, 2000), pp. 487\u2013521. Springer, New York (2002)","DOI":"10.1007\/978-3-662-12429-1_22"},{"key":"1091_CR14","doi-asserted-by":"crossref","DOI":"10.1201\/b12146","volume-title":"Monte Carlo Simulation with Applications to Finance","author":"H Wang","year":"2012","unstructured":"Wang, H.: Monte Carlo Simulation with Applications to Finance. CRC Press, Boca Raton (2012)"}],"container-title":["Optimization Letters"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11590-016-1091-8\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11590-016-1091-8.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11590-016-1091-8.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,7,11]],"date-time":"2022-07-11T12:52:00Z","timestamp":1657543920000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11590-016-1091-8"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016,10,26]]},"references-count":14,"journal-issue":{"issue":"8","published-print":{"date-parts":[[2017,12]]}},"alternative-id":["1091"],"URL":"https:\/\/doi.org\/10.1007\/s11590-016-1091-8","relation":{},"ISSN":["1862-4472","1862-4480"],"issn-type":[{"type":"print","value":"1862-4472"},{"type":"electronic","value":"1862-4480"}],"subject":[],"published":{"date-parts":[[2016,10,26]]}}}