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MR2256030 (2008d:60004) 60-02 (35R35 60G40 62L15 91B28)
Peskir, Goran; Shiryaev, Albert Optimal stopping and free-boundary problems. Lectures in Mathematics ETH Zürich. Birkhäuser Verlag, Basel, 2006. xxii+500 pp. ISBN: 978-3-7643-2419-3; 3-7643-2419-8
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