- Hans U. Gerber, Gérard Pafumi, “Stop-loss a tempo continuo e protezione dinamica di un fondo d’investimento”, Decisions Econ Finan, 21, № 1-2, 1998, 125
![https://doi.org/10.1007/BF02735319 crossref](/refsvg/svg/crossref.svg)
- Pavel V. Gapeev, Neofytos Rodosthenous, “Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns”, Journal of Applied Probability, 51, № 3, 2014, 799
![https://doi.org/10.1239/jap/1409932675 crossref](/refsvg/svg/crossref.svg)
- Takashi ADACHI, “The Value of the Perpetual American Call on the Time-Average of the Stock”, IIS, 9, № 2, 2003, 243
![https://doi.org/10.4036/iis.2003.243 crossref](/refsvg/svg/crossref.svg)
- David Landriault, Bin Li, Hongzhong Zhang, “On magnitude, asymptotics and duration of drawdowns for Lévy models”, Bernoulli, 23, № 1, 2017
![https://doi.org/10.3150/15-BEJ748 crossref](/refsvg/svg/crossref.svg)
- Atsuo Suzuki, Katsushige Sawaki, “Callable Russian Options and Their Optimal Boundaries”, Journal of Applied Mathematics and Decision Sciences, 2009, 2009, 1
![https://doi.org/10.1155/2009/593986 crossref](/refsvg/svg/crossref.svg)
- Roy Radner, Larry Shepp, “Risk vs. profit potential: A model for corporate strategy”, Journal of Economic Dynamics and Control, 20, № 8, 1996, 1373
![https://doi.org/10.1016/0165-1889(95)00904-3 crossref](/refsvg/svg/crossref.svg)
- Андрей Александрович Каменов, Andrey Aleksandrovich Kamenov, “Башелье-версия русского опциона на конечном интервале”, ТВП, 53, № 3, 2008, 576
![https://doi.org/10.4213/tvp2451 crossref](/refsvg/svg/crossref.svg)
- Jérôme Barraquand, Thierry Pudet, “PRICING OF AMERICAN PATH‐DEPENDENT CONTINGENT CLAIMS”, Mathematical Finance, 6, № 1, 1996, 17
![https://doi.org/10.1111/j.1467-9965.1996.tb00111.x crossref](/refsvg/svg/crossref.svg)
- Jesper Lund Pedersen, Recent Advances in Applied Probability, 2005, 427
![https://doi.org/10.1007/0-387-23394-6_18 crossref](/refsvg/svg/crossref.svg)
- David Stibůrek, “Sequential testing of hypotheses about drift for Gaussian diffusions”, Statistical Methodology, 33, 2016, 14
![https://doi.org/10.1016/j.stamet.2016.07.002 crossref](/refsvg/svg/crossref.svg)