- Toshikazu Kimura, “Valuing finite-lived Russian options”, European Journal of Operational Research, 189, № 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, № 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, № 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, № 5, 2022, 331
- Ron Doney, Ross Maller, “Curve crossing for random walks reflected at their maximum”, Ann. Probab., 35, № 4, 2007
- Jesper Lund Pedersen, “Discounted optimal stopping problems for the maximum process”, J. Appl. Probab., 37, № 04, 2000, 972
- Jean-Paul Décamps, Fabien Gensbittel, Thomas Mariotti, “Investment Timing and Technological Breakthroughs”, Mathematics of OR, 2024, moor.2022.0022