References
- Stochastic differnetial equations and diffusion processes N. Ikede;S. Watanabe
- Appl. Math. Optim. v.17 On the pricing of American options I. Karatzas
- Statistics of random processe I R. S. Liptser;A. N. Shiryayev
- Theory Probab. Appl. v.39 Toward the theory of pricing of European and American options: Continuous time A. N. Shiryayev;Y. M. Kabanov;D. O. Kramkov;A. V. Melnikov
- DIMACS Techn. Report. A dual Russian option for selling short L. A. Shepp;A. N. Shiryayev