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MR2790492 60G40 (91G20)
Shevchenko, Georgīĭ On a constant associated with American options. (Ukrainian) ; translated from Teor. Ĭmovīr. Mat. Stat. No. 82 (2010), 163--167 Theory Probab. Math. Statist. No. 82 (2011), 171–175
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