第一篇
题目：Toward the Theory of Pricing of Options of Both European and American Types. I. Discrete time
作者：A. N. Shiryaev, Yu. M. Kabanov, O. D. Kramkov, and A. V. Mel'nikov
刊物：theory of probability and its applications
期号：Volume 39, Issue 1, pp. 14-60 (January 1994)
链接：http://scitation.aip.org/getabs/servlet/GetabsServlet?prog=normal&id=TPRBAU000039000001000014000001&idtype=cvips&gifs=yes&ref=no

第二篇
题目：Toward the Theory of Pricing of Options of Both European and American Types. II. Continuous time
作者：A. N. Shiryaev, Yu. M. Kabanov, O. D. Kramkov, and A. V. Mel'nikov
刊物：theory of probability and its applications
期号：Volume 39, Issue 1, pp. 61-102 (January 1994)
链接：http://scitation.aip.org/getabs/servlet/GetabsServlet?prog=normal&id=TPRBAU000039000001000061000001&idtype=cvips&gifs=yes&ref=no