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Journal: Mathematics, 2020
Volume: 8
Number: 1159
Article:
Discounted Optimal Stopping of a Brownian Bridge, with Application to American Options under Pinning
Authors:
by
Bernardo D’Auria, Eduardo García-Portugués and Abel Guada
Link:
https://www.mdpi.com/2227-7390/8/7/1159
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