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MR2028749
60G40
(60J25 62M10 62P05 91B28)
Jönsson, H.; Kukush, A. G.; Silvestrov, D. S. Threshold structure of optimal stopping domains for American type options. Proceedings of the Conference Dedicated to the 90th Anniversary of Boris Vladimirovich Gnedenko (Kyiv, 2002). Theory Stoch. Process. 8 (2002), no. 1-2, 169--176. |
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