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Free boundary and optimal stopping problems for American Asian options
Pascucci, Andrea, (2008)
Representations for optimal stopping under dynamic monetary utility functionals
Krätschmer, Volker, (2009)
Sensitivities for Bermudan options by regression methods
Belomestny, Denis, (2007)
The concept of risk in the theory of option pricing
Peskir, Goran, (1997)
The Russian option : finite horizon
Peskir, Goran, (2005)
Optimal mean-variance portfolio selection
Pedersen, Jesper Lund, (2017)