Toshikazu Kimura, “Valuing finite-lived Russian options”, European Journal of Operational Research, 189, no. 2, 2008, 363
Robert C. Dalang, M.-O. Hongler, “The right time to sell a stock whose price is driven by Markovian noise”, Ann. Appl. Probab., 14, no. 4, 2004
Xin Guo, Larry Shepp, 54, Stochastic Optimization: Algorithms and Applications, 2001, 87
Budhi Surya, Wenyuan Wang, Xianghua Zhao, Xiaowen Zhou, “Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process”, Scandinavian Actuarial Journal, 2023, no. 2, 2023, 97
Junkee Jeon, Heejae Han, Hyeonuk Kim, Myungjoo Kang, “An integral equation representation approach for valuing Russian options with a finite time horizon”, Communications in Nonlinear Science and Numerical Simulation, 36, 2016, 496
Andreas E. Kyprianou, Fluctuations of Lévy Processes with Applications, 2014, 307
Nikhil Krishnan, Ronnie Sircar, “Accelerated Share Repurchases Under Stochastic Volatility”, Applied Mathematical Finance, 29, no. 5, 2022, 331
Ron Doney, Ross Maller, “Curve crossing for random walks reflected at their maximum”, Ann. Probab., 35, no. 4, 2007
Jesper Lund Pedersen, “Discounted optimal stopping problems for the maximum process”, J. Appl. Probab., 37, no. 04, 2000, 972
Jean-Paul Décamps, Fabien Gensbittel, Thomas Mariotti, “Investment Timing and Technological Breakthroughs”, Mathematics of OR, 2024, moor.2022.0022