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Gapeev V P. Kort P.M. Lavrutich M.N., “Discounted Optimal Stopping Problems For Maxima of Geometric Brownian Motionswith Switching Payoffs”, Adv. Appl. Probab., 53:1 (2021), 189–219
Zhang X. Li L. Zhang G., “Pricing American Drawdown Options Under Markov Models”, Eur. J. Oper. Res., 293:3 (2021), 1188–1205
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Zhongdi Cen, Anbo Le, “An efficient numerical method for pricing a Russian option with a finite time horizon”, International Journal of Computer Mathematics, 98:10 (2021), 2025
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Min Hyeok Woo, Geon Ho Choe, “Pricing of American lookback spread options”, Stochastic Processes and their Applications, 130:10 (2020), 6300
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