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MR2023021 (2005c:60053) 60G51 (60G40 91B28 91B70)
Avram, F.; Kyprianou, A. E.; Pistorius, M. R. Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Ann. Appl. Probab. 14 (2004), no. 1, 215–238.
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