An optimal Skorokhod embedding for diffusions
Cox, A. M. G. and Hobson, D. G., 2004. An optimal Skorokhod embedding for diffusions. Stochastic Processes and their Applications, 111, p. 17.
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|Creators||Cox, A. M. G.and Hobson, D. G.|
|Departments||Faculty of Science > Mathematical Sciences|
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