摘要翻译：
本文重新考虑了Shiryaev、Xu和Zhou最近用路径积分方法研究的股票最优卖出时间问题。该方法使我们能够证实这些作者的结果，并将它们推广到Shiryaev等人所用方法无法到达的参数区域。对于任意漂移值，我们还得到了达到价格最大值的时间t_m的全分布。
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英文标题：
《Optimal Time to Sell a Stock in Black-Scholes Model: Comment on "Thou
  shall buy and hold", by A. Shiryaev, Z. Xu and X.Y. Zhou》
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作者：
Satya N. Majumdar and Jean-Philippe Bouchaud
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最新提交年份：
2008
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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英文摘要：
  We reconsider the problem of optimal time to sell a stock studied recently by Shiryaev, Xu and Zhou using path integral methods. This method allows us to confirm the results obtained by these authors and extend them to a parameter region inaccessible to the method used by Shiryaev et. al. We also obtain the full distribution of the time t_m at which the maximum of the price is reached for arbitrary values of the drift.
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PDF链接：
https://arxiv.org/pdf/0809.2878