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MR2144323
(2006h:91075)
91B28
(60G40 62L15 62P05)
Jönsson, H.; Kukush, A. G.; Silvestrov, D. S. Threshold structure of optimal stopping strategies for American type option. I. Teor. Ĭmovīr. Mat. Stat. No. 71 (2004), 82--92; translation in Theory Probab. Math. Statist. No. 71 (2005), 93--103 |
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