- Albert Cohen, “Examples of optimal prediction in the infinite horizon case”, Statistics & Probability Letters, 80, no. 11-12, 2010, 950
![https://doi.org/10.1016/j.spl.2010.02.006 crossref](/refsvg/svg/crossref.svg)
- Goran Peskir, “Designing options given the risk: the optimal Skorokhod-embedding problem”, Stochastic Processes and their Applications, 81, no. 1, 1999, 25
![https://doi.org/10.1016/S0304-4149(98)00097-0 crossref](/refsvg/svg/crossref.svg)
- Min Hyeok Woo, Geon Ho Choe, “Pricing of American lookback spread options”, Stochastic Processes and their Applications, 130, no. 10, 2020, 6300
![https://doi.org/10.1016/j.spa.2020.05.012 crossref](/refsvg/svg/crossref.svg)
- Лэрри А Шепп, Larry A Shepp, Альберт Николаевич Ширяев, Albert Nikolaevich Shiryaev, Альберт Николаевич Ширяев, Albert Nikolaevich Shiryaev, “Русский опцион в условиях возможного “замораживания” цен”, УМН, 56, no. 1, 2001, 187
![https://doi.org/10.4213/rm377 crossref](/refsvg/svg/crossref.svg)
- Gianluca Fusai, Encyclopedia of Quantitative Finance, 2010
![https://doi.org/10.1002/9780470061602.eqf07007 crossref](/refsvg/svg/crossref.svg)
- Ernesto Mordecki, Paavo Salminen, “Optimal stopping of Brownian motion with broken drift”, High Frequency, 2, no. 2, 2019, 113
![https://doi.org/10.1002/hf2.10034 crossref](/refsvg/svg/crossref.svg)
- Pavel V. Gapeev, “Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes”, Methodol Comput Appl Probab, 24, no. 2, 2022, 749
![https://doi.org/10.1007/s11009-021-09917-y crossref](/refsvg/svg/crossref.svg)
- S. E. Graversen, G. Peskir, “Optimal stopping and maximal inequalities for geometric Brownian motion”, Journal of Applied Probability, 35, no. 4, 1998, 856
![https://doi.org/10.1239/jap/1032438381 crossref](/refsvg/svg/crossref.svg)
- Fabián Crocce, Ernesto Mordecki, “Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions”, Stochastics, 86, no. 3, 2014, 491
![https://doi.org/10.1080/17442508.2013.837467 crossref](/refsvg/svg/crossref.svg)
- Florin Avram, Nhat Linh Vu, Xiaowen Zhou, “On taxed spectrally negative Lévy processes with draw-down stopping”, Insurance: Mathematics and Economics, 76, 2017, 69
![https://doi.org/10.1016/j.insmatheco.2017.06.005 crossref](/refsvg/svg/crossref.svg)