Jaap H. Abbring, “Mixed Hitting-Time Models”, SSRN Journal, 2009
G. Deligiannidis, H. Le, S. Utev, “Optimal Stopping for Processes with Independent Increments, and Applications”, J. Appl. Probab., 46:04 (2009), 1130
В. И. Аркин, А. Д. Сластников, “Вариационный подход к задачам оптимальной остановки диффузионных процессов”, Теория вероятн. и ее примен., 53:3 (2008), 516–533 ; V. I. Arkin, A. D. Slastnikov, “A Variational Approach to Optimal Stopping Problems for Diffusion Processes”, Theory Probab. Appl., 53:3 (2009), 467–480
Alexander Novikov, Albert Shiryaev, “On a solution of the optimal stopping problem for processes with independent increments”, Stochastics, 79:3-4 (2007), 393
B. A. Surya, “An approach for solving perpetual optimal stopping problems driven by Lévy processes”, Stochastics, 79:3-4 (2007), 337
Р. В. Иванов, “О дискретной аппроксимации опционов Американского типа”, УМН, 61:1(367) (2006), 179–180 ; R. V. Ivanov, “Discrete approximation of American-type options”, Russian Math. Surveys, 61:1 (2006), 174–175
Andreas Kyprianou, Budhi Surya, “On the Novikov-Shiryaev Optimal Stopping Problems in Continuous Time”, Electron. Commun. Probab., 10:none (2005)
R. V. Ivanov, “Discrete Approximation of Finite-Horizon American-Style Options”, Lith Math J, 45:4 (2005), 424
“Advances in Applied Probability Volume 30 (1998): Index: General Applied Probability”, Advances in Applied Probability, 30:4 (1998), 1157