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An optimal Skorokhod embedding for diffusions


Reference:

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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Details

Item Type Articles
CreatorsCox, A. M. G.and Hobson, D. G.
DepartmentsFaculty of Science > Mathematical Sciences
RefereedYes
StatusPublished
ID Code7256

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