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    publication date
    5 February 2010
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    Mathematics Subject Classification ID
    60G40
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    60J65
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    35R35
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    91G80
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    zbMATH DE Number
    5666921
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    zbMATH Keywords
    optimal stopping
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    geometric Brownian motion
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    finite horizon
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    free boundary problem
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    author
    Yuliya S. Mishura
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    Georgiy M. Shevchenko
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