JIANG L S. Mathematical Modeling and Methods of Option Pricing[M]. Singapore: World Scientific, 2005.
[2]
FRIEDMAN A. Variational Principle and Free Boundary Problems[M]. [s.l]: John Wiley $\&$ Sons, 1982.
[3]
GUO X, SHEPP L. Some optimal stopping problems with nontrival boundaries for pricing exotic options[J]. Journal of Applied Probability, 2001, 38: 647-658.