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Itô diffusion processes in finance with unknown distribution at a terminal value
In several papers it is argued that for many Itô diffusion processes, $$dX_t = a(t,X_t)dt+b(t,X_t)dB_t,$$ in mathematical finance the distribution of $X_T$ for fixed $T>0$ is unknown, which makes ...
Nov 28 '13 at 20:18
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