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Short story I read many decades ago about an astronomer who had a bet with the Devil, he lost the bet and forfeited his soul, but he somehow won because part of the deal was that the Devil had to allow him to study all the stars of the universe first, before his soul would be taken by the Devil.

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    Howard Alan Treesong? Dare I answer?
    – Mark Olson
    Commented May 17 at 0:59

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"Pact", a short story by Poul Anderson which was also the answer to this old question and this one; first published in The Magazine of Fantasy and Science Fiction, August 1959, available at the Internet Archive. You may have read it in one of these compilations.

When I have shuffled off this mortal coil, I want you to take my soul, which I presume would otherwise go first to Purgatory and then to Heaven—"

"It would," admitted Ashmadai, while the body of Hobait Clipp struggled for breath.

"Yes. . . , Carry my soul along. You know the ways and methods, I presume. I wish to explore the material universe."

"What?"

"The entire cosmos." Clipp plucked feverishly at his blankets. "I don't want anything, including knowledge, handed me on a platter. I want to find out for myself. We can start by studying the interior of the Earth. Some interesting problems to be solved there, you know, core structure and magnetism and whatnot. Then the sun. I could happily spend a thousand years, I think, studying nuclear reactions under solar conditions, not to speak of the corona and sunspots. Then the planets. Then Alpha Centauri and its planets. And so on and on. Of course, cosmological questions will require us to shuttle a good deal in time also. . . ." His longing blazed so brightly that Ashmadai covered eyes with one wing-flap. "The metagalactic space-time universe! I cannot imagine myself ever losing interest in its origin, evolution, structure, its—yes—its destiny—"

"But that'll take a hundred billion years!" screamed Ashmadai.

Clipp gave him a toothless wolf's grin. "Ah, so? Before that time, probably entropy will be level, the stars exhausted, space will have expanded to its maximum radius, collapsed again and staited re-expanding. A whole new cycle of creation will have begun."

"Yes," Ashmadai sobbed.

"Wonderful!" beamed Clipp. "A literally eternal research project, and no reports to file or grants to apply for!"

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    Ol' Poul must have been in the research field at some point to have come up with that!
    – bob1
    Commented May 17 at 2:45
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    @bob1 I suppose Poul was acquainted with some research professors, e.g. some of his fellow authors who were real scientists and wrote sci-fi on the side. According to Wikipedia his academic education culminated in a BA in physics.
    – user14111
    Commented May 17 at 2:56
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    This story doesn't actually fit the question although I'm sure it is the right answer nevertheless. Clipp has not sold his soul to the devil, and he is not damned. Ashmadei entered into a pact with Clipp in which (in return for an earlier service from Clipp) Ashmadei agreed to serve Clipp without limit. He felt it didn't matter since Clipp, as a mortal, would only have finite desires. But Clipp's desires are boundless, and Ashmadei is bound by his pact forever.
    – user23087
    Commented May 17 at 12:13
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    Although this is certainly the right story it surprised me how many details I forgot or, even worse, were completely changed in my memory. I remember one point correctly which was the scientist telling to the demon in hell "You could not fly with such ridiculous wings in any logical universe.” Commented May 17 at 15:49

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