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Discussion Paper SeriesOn the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models Masahiko Egami and Kazutoshi Yamazaki
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Document Date: 2011-11-01 04:59:30
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Discussion Paper SeriesOn the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models Masahiko Egami and Kazutoshi Yamazaki