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MR2152253 (2006b:60078) 60G40 (60G51 60J75 91B28 91B70)
Alili, L.; Kyprianou, A. E. Some remarks on first passage of Lévy processes, the American put and pasting principles. Ann. Appl. Probab. 15 (2005), no. 3, 2062–2080.
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