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This article has been cited by the following article(s):
The Bethe ansatz for sticky Brownian motionsDom Brockington and Jon Warren
Stochastic Processes and their Applications 162 1 (2023)
The valuation of American options in a multidimensional exponential Lévy modelTomasz Klimsiak and Andrzej Rozkosz
Mathematical Finance 28 (4) 1107 (2018)
Trading strategies generated by Lyapunov functionsIoannis Karatzas and Johannes Ruf
Finance and Stochastics 21 (3) 753 (2017)