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Perpetual American and real options under Ornstein-Uhlenbeck processes

Springer Berlin Heidelberg, (2007), 263-277
DOI: 10.1007/978-3-540-73746-9_14
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Perpetual American and real options under Ornstein-Uhlenbeck processes. (2007). In Irreversible Decisions under Uncertainty (pp. 263–277). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-540-73746-9_14

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