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MathSciNet bibliographic data
MR1432935 90A09 (60G46 60J60)
Chesney, Marc; Jeanblanc-Picqué, Monique; Yor, Marc Brownian excursions and Parisian barrier options. Adv. in Appl. Probab. 29 (1997), no. 1, 165–184.
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