Sören Christensen, Albrecht Irle, “A note on pasting conditions for the American perpetual optimal stopping problem”, Statistics & Probability Letters, 79, no. 3, 2009, 349
Victor F. Araman, Rene Caldentey, “Dynamic Pricing for Non-Perishable Products with Demand Learning”, SSRN Journal, 2005
Natalie Attard, “Nonzero-Sum Games of Optimal Stopping for Markov Processes”, Appl Math Optim, 77, no. 3, 2018, 567
Tim Siu-Tang Leung, Kazutoshi Yamazaki, “American Step-Up and Step-Down Credit Default Swaps Under Levy Models”, SSRN Journal, 2010
Pavel V. Gapeev, “The integral option in a model with jumps”, Statistics & Probability Letters, 78, no. 16, 2008, 2623
Hao Zhang, “Analytical Solution to a Discrete-Time Model for Dynamic Learning and Decision Making”, Management Science, 68, no. 8, 2022, 5924
Andreas Kyprianou, Curdin Ott, “A Capped Optimal Stopping Problem for the Maximum Process”, Acta Appl Math, 129, no. 1, 2014, 147
L. I. Galtchouk, mODa 6 — Advances in Model-Oriented Design and Analysis, 2001, 97
Victor F. Araman, Rene Caldentey, “Crowdvoting the Timing of New Product Introduction”, SSRN Journal, 2016
Erik Ekström, Yuqiong Wang, “Multi-dimensional sequential testing and detection”, Stochastics, 94, no. 5, 2022, 789