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    Statements

    author
    Marek Musiela
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    Thaleia Zariphopoulou
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    publication date
    9 February 2005
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    Mathematics Subject Classification ID
    91G20
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    49L25
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    93E20
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    zbMATH DE Number
    2133121
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    zbMATH Keywords
    optimal stopping problem
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    quasilinear variational inequality
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    valuation of American type claims
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