Barrieu P and Bellamy N  ‘

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Barrieu, P. and Bellamy, N. (2007) ‘Optimal hitting time and perpetual option in a non-Lévy model: application to real options‘, Advances in Applied Probability, 39 2: 510-530. ISSN 0001-8678. DOI: 10.1239/aap/1183667621. Abstract.