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MathSciNet bibliographic data
MR2021789 91B28 (60G40 60G51 60J60 91B16)
Bank, Peter; Föllmer, Hans American options, multi-armed bandits, and optimal consumption plans: a unifying view. Paris-Princeton Lectures on Mathematical Finance, 2002, 1–42, Lecture Notes in Math., 1814, Springer, Berlin, 2003.
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