Before revision:  In order to do so, we solve the discounted optimal stopping problem endowed with the gain function G(x) = (S - x)^+ and a Brownian bridge whose final value equals S. These settings came up as a first approach of optimally exercising an option within the so-called " stock pinning " scenario.
After revision:  In order to do so, we solve the discounted optimal stopping problem endowed with the gain function G(x) = (S - x)^+ and a Brownian bridge . This model may be used under special market conditions, in particular we focus on what in the literature is known as the " stock pinning " scenario.