S. Borodin, Handbook of Brownian Motion -Facts and Formulae, 1996.

R. Brock and . Stiglitz, Stochastic capital theory Joan Robinson and Modern Economic Theory, pp.591-632, 1982.

A. Dixit, The Art of Smooth Pasting, volume 55 of Fundamentals of Pure and Applied Economics Stochastic Method in Economic Analysis section, pp.3-7186, 1993.

K. Avinash, R. S. Dixit, and . Pindyck, Investment under uncertainty, 1994.

B. Gao, J. Huang, and M. Subrahmanyam, The valuation of American barrier options using the decomposition technique, Journal of Economic Dynamics and Control, vol.24, issue.11-12, pp.11-121783, 2000.
DOI : 10.1016/S0165-1889(99)00093-7

M. Ha-duong, Quasi-option value and climate policy choices, Energy Economics, vol.20, issue.5-6, pp.599-620, 1998.
DOI : 10.1016/S0140-9883(98)00011-5

URL : https://hal.archives-ouvertes.fr/halshs-00002457

E. Gaarder and H. , Closed form valuation of american barrier options. author is at ehaug@paloma.com, 2000.

I. Karatzas and H. Wang, A barrier option of american type. ik@math.columbia.edu and wanghui@stat.columbia, 2000.

T. Karlin, A Second Course in Stochastic Processes, 1981.

D. R. Rich, The Mathematical Foundations of Barrier Option Pricing Theory, pp.267-311, 1994.

S. Sarkar, On the investment???uncertainty relationship in a real options model, Journal of Economic Dynamics and Control, vol.24, issue.2, pp.219-225, 2000.
DOI : 10.1016/S0165-1889(99)00005-6

R. Zvan, K. R. Vetzal, and P. A. Forsyth, PDE methods for pricing barrier options, Journal of Economic Dynamics and Control, vol.24, issue.11-12, pp.1563-1590, 2000.
DOI : 10.1016/S0165-1889(00)00002-6