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Pricing derivatives of American and game type in incomplete markets
Kallsen, Jan, (2004)
Advances in futures and options research : a research annual
(1987)
Versicherungsderivate und Securitization von Versicherungsrisiken : Ansätze einer finanzökonomischen Bewertung
Frost, Patrick, (1998)
CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
Kühn, Christoph, (2007)
A note on scale functions and the time value of ruin for Lévy insurance risk processes
Biffis, Enrico, (2010)
An optimal stopping problem for fragmentation processes
Kyprianou, Andreas E., (2012)