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The following pages link to Free boundary problems and perpetual American strangles (Q5397447):

Displaying 3 items.

Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252) (← links)
Two-sided optimal stopping for Lévy processes (Q2064841) (← links)
On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)

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