Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems. - Michael Monoyios (SIAM J. Financial Math., 2013)

Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point. - Vicky Henderson; Kamil Kladívko; Michael Monoyios; Christoph Reisinger (SIAM J. Financial Math., 2020)