Optimal payout policy in presence of downside risk. - Luis H. R. Alvarez; Teppo A. Rakkolainen (Math. Methods Oper. Res., 2009)

A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions. - Luis H. R. Alvarez; Pekka Matomäki; Teppo A. Rakkolainen (SIAM J. Control. Optim., 2014)