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Our data says that the document:

Cheng, Cai ; Tiziano, de Angelis. (2023) A change of variable formula with applications to multi-dimensional optimal stopping problems.
In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:164:y:2023:i:c:p:33-61.

Full description at Econpapers

cites:

Peskir, G. ; Shiryaev, A. . 2006 En : Optimal Stopping and Free-Boundary Problems. Birkhäuser Verlag: Basel

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