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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 79, 2007 - Issue 1-2: Optimal Stopping and Applications Part I
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Original Articles

Perpetual barrier options in jump-diffusion models

Pages 139-154 | Received 31 May 2006, Accepted 25 Oct 2006, Published online: 05 Nov 2008

References

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