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      • Record: found
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      Is Open Access

      Perpetual American options in diffusion-type models with running maxima and drawdowns

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      Publication date:
      Journal: Stochastic Processes and their Applications
      Publisher: Elsevier BV

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          DOI:: 10.1016/j.spa.2016.01.003
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          https://www.elsevier.com/tdm/userlicense/1.0/

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