She clearly had some artistic control because after the shoot she crossed out one of the photos on the "contact sheet" because she didn't like it.
Stern published the photographs - titled 'The Last Sitting' - nearly 20 years after her death.
He later blew these images up for an exhibition because they beautifully summed up the movie star.
Monroe died aged 36 in 1962 and the photos from this session have helped define the image of her retained in the public conscience.
They are expected to sell for 15,000 pounds when they are auctioned at the Swann Gallery in New York on March 24.
"The photos were taken over a three day session just six weeks before she died. It was her final ever shoot," the Daily Mail quoted Daile Kaplan, from the auction house, as saying.
"Stern took 2,500 photos in all and these are especially nice because she is playing with a scarf.
"It was nearly two decades after her death that he published them and this contact sheet was blown up for an exhibition.
"It is unique and includes a red cross over one of the pictures that Marilyn did herself because she didn't like it - it is not as erotic as the rest.
"The photos discreetly reveal her nudity and showed how Stern engaged her as an actress, model and woman.
"Marilyn had had problems prior to this, she'd gone through two divorces and apparently was hospitalised the year before.
"This was a return to form and she looks healthy and the nudity is subtle - it is pre-sexual revolution.
"There is a delicacy about the images and Marilyn Monroe is often referred to as vulnerable.
"The scarf is similar because it is beautiful but also has a vulnerable quality. And the cross she put on one of the photos has a quasi-religious quality.
"She remains a cult figure and young collectors always come back to Marilyn Monroe," Kaplan added.
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