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Skorokhod embeddings, minimality and non-centred target distributions


Reference:

Cox, A. M. G. and Hobson, D. G., 2006. Skorokhod embeddings, minimality and non-centred target distributions. Probability Theory and Related Fields, 135, 395--414.

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Details

Item Type Articles
CreatorsCox, A. M. G.and Hobson, D. G.
DepartmentsFaculty of Science > Mathematical Sciences
RefereedYes
StatusPublished
ID Code7081

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