@article{https://doi.org/10.20347/wias.preprint.1161,<br/><span class="tab"></span>
  doi = {10.20347/WIAS.PREPRINT.1161},<br/><span class="tab"></span>
  url = {http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2006&number=1161},<br/><span class="tab"></span>
  author = {Gapeev,<br/><span class="tab"></span> Pavel},<br/><span class="tab"></span>
  keywords = {Discounted optimal stopping problem,<br/><span class="tab"></span> Brownian motion,<br/><span class="tab"></span> compound Poisson process,<br/><span class="tab"></span> maximum process,<br/><span class="tab"></span> integro-differential free-boundary problem,<br/><span class="tab"></span> continuous and smooth fit,<br/><span class="tab"></span> normal reflection,<br/><span class="tab"></span> a change-of-variable formula with local time on surfaces,<br/><span class="tab"></span> perpetual lookback American options,<br/><span class="tab"></span> 60G40,<br/><span class="tab"></span> 34K10,<br/><span class="tab"></span> 91B70,<br/><span class="tab"></span> 60J60,<br/><span class="tab"></span> 60J75,<br/><span class="tab"></span> 91B28},<br/><span class="tab"></span>
  title = {Discounted optimal stopping for maxima of some jump-diffusion processes},<br/><span class="tab"></span>
  publisher = {Weierstrass Institute},<br/><span class="tab"></span>
  year = {2006}
}