Xin Guo, Mihail Zervos, “π options”, Stochastic Processes and their Applications, 120:7 (2010), 1033
ATSUO SUZUKI, KATSUSHIGE SAWAKI, “THE VALUATION OF RUSSIAN OPTIONS FOR DOUBLE EXPONENTIAL JUMP DIFFUSION PROCESSES”, Asia Pac. J. Oper. Res., 27:02 (2010), 227
Denis Belomestny, Pavel V. Gapeev, “An iterative procedure for solving integral equations related to optimal stopping problems”, Stochastics, 82:4 (2010), 365
Atsuo Suzuki, Katsushige Sawaki, “Callable Russian Options and Their Optimal Boundaries”, Journal of Applied Mathematics and Decision Sciences, 2009 (2009), 1
Zhou Yang, “A system of variational inequalities arising from finite expiry Russian option with two regimes”, Math Methods in App Sciences, 32:13 (2009), 1681
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
Kimura T., “Valuing finite–lived Russian options”, European Journal of Operational Research, 189:2 (2008), 363–374
Eberlein E., Papapantoleon A., Shiryaev A.N., “On the duality principle in option pricing: semimartingale setting”, Finance and Stochastics, 12:2 (2008), 265–292
E. Baurdoux, A. Kyprianou, “The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process”, Теория вероятн. и ее примен., 53:3 (2008), 588–609 ; Theory Probab. Appl., 53:3 (2009), 481–499
Pavel V. Gapeev, “The integral option in a model with jumps”, Statistics & Probability Letters, 78:16 (2008), 2623