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An approach for solving perpetual optimal stopping problems driven by Lévy processes

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References

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2012Optimal stopping of strong Markov processes34 cited
2011Optimal stopping, Appell polynomials, and Wiener–Hopf factorization29 cited
2013On the solution of general impulse control problems using superharmonic functions

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29 cited

2009Optimal Stopping for Processes with Independent Increments, and Applications24 cited