1. The Russian option: reduced regret;Shepp;Annals of Applied Probability,1994
2. A new look at pricing of the ‘Russian option’;Shepp;Theory of Probability and its Applications,1995
3. The Russian option: finite horizon;Peskir;Finance and Stochastics,2005
4. Finite expiry Russian option;Duistermaat;Stochastic Processes and Their Applications,2005
5. A free boundary problem arising from the valuation of the Russian option;Yi;Acta Mathematicae Applicatae Sinica,2008