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Optimal Stopping Rules
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Randomization and the American Put
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Optimal Stopping and the American Put
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Optimal stopping rules and maximal inequalities for Bessel processes. Theory Probab
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A Dual Russian Option for Selling Short
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Optimal stopping of the maximum process: The maximality principle
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A new look at the Russian option. Theory Probab
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The Russian option: Finite horizon
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Passage times of random walks and Lévy processes across power law boundaries. Probab. Theory Relat
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THE MAXIMUM OF A RANDOM WALK REFLECTED AT A GENERAL BARRIER
– Richard Hansen
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