著者名,論文名,雑誌名,ISSN,出版者名,出版日付,巻,号,ページ,URL,URL(DOI)
Ernesto Mordecki,Optimal stopping and perpetual options for Lévy processes,Finance and Stochastics,0949-2984,Springer Science and Business Media LLC,2002-10-01,6,4,473-493,https://cir.nii.ac.jp/crid/1363388844745975168,https://doi.org/10.1007/s007800200070