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Constrained optimal stopping under a regime-switching model
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- Journal of Applied Probability , First View
- Published online by Cambridge University Press:
- 27 March 2024, pp. 1-20
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Optimal hitting time and perpetual option in a non-Lévy model: application to real options
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- Journal:
- Advances in Applied Probability / Volume 39 / Issue 2 / June 2007
- Published online by Cambridge University Press:
- 01 July 2016, pp. 510-530
- Print publication:
- June 2007
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