Geodesic
The Pricing of an Option That Is a Combination of Russian and Integral Russian Options
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Stochastic financial mathematics, Tome 237 (2002), pp. 279-289 Cet article a éte moissonné depuis la source Math-Net.Ru

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A ew American option is considered within the classical Black–Scholes model. This option represents a combination of Russian and integral Russian options. The pricing problem for this option is reduced to an optimal stopping problem, which is solved in the case of an infinite time horizon. 
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O. A. Glonti. The Pricing of an Option That Is a Combination of Russian and Integral Russian Options. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Stochastic financial mathematics, Tome 237 (2002), pp. 279-289. http://geodesic.mathdoc.fr/item/TM_2002_237_a17/

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