1Alobaidi, G. and R. Mallier (2002). Laplace transforms and the American straddle, Journal of Applied Mathematics, Vol. 3, pp.121-129.
2Boyarchenko, S. (2006). Two-point boundary problems and perpetual American strangles in jump-diffusion models, Working Paper, University of Texas at Austin, Austin, TX.
3Carriere, J. (2996). Valuation?of the?ear/y-exercise price?for options?using simulations?and nonparametric regression, Insurance: mathematics and Economics, Vol.19, pp.19-30.
4Chiarella, C. and A. Ziogas (2005). Evaluation of American strangles, Journal of Economic Dynamics and Control, Vol.29, pp.31-62.
5Longstaff, F. and E. Schwartz (2001).Valuing American Options by Simulation: A Simple Least-squares Approach, Review of Financial Studies, Vol. 14, pp. 113-147.
6Moraux, F. (2009). On perpetual American strangles, Journal of Derivatives, Vol. 16, pp. 82-97.
7Tsitsillis, J. and B. Van Roy (1999). Optimal stopping of Markov processes : Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives, Automatic Control, IEEE Transactions on, Vol.44.
