Optimal double stopping of a Brownian bridge. Baurdoux, E. J., Chen, N., Surya, B. A., & Yamazaki, K. Advances in Applied Probability, 47(4):1212–1234, December, 2015.
Optimal double stopping of a Brownian bridge [link]Paper  bibtex   
@Article{Baurdoux:2015:ODS,
  author =       "Erik J. Baurdoux and Nan Chen and Budhi A. Surya and
                 Kazutoshi Yamazaki",
  title =        "Optimal double stopping of a {Brownian} bridge",
  journal =      j-ADV-APPL-PROB,
  volume =       "47",
  number =       "4",
  pages =        "1212--1234",
  month =        dec,
  year =         "2015",
  CODEN =        "AAPBBD",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Sun Jan 10 09:47:27 MST 2016",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "http://projecteuclid.org/euclid.aap/1449859807",
  acknowledgement = ack-nhfb,
  ajournal =     "Adv. Appl. Probab.",
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "http://www.jstor.org/journals/00018678.html",
}

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