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MR2438635 91-02 (35Q80 35R35 60H35 60J60 91B28 93E20)
Muthuraman, Kumar; Kumar, Sunil Solving free-boundary problems with applications in finance. Found. Trends Stoch. Syst. 1 (2006), no. 4, 259–341. ISBN: 978-1-60198-168-4
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