On the Markovian projection in the Brunick-Shreve mimicking result (Q2446711)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Markovian projection in the Brunick-Shreve mimicking result |
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On the Markovian projection in the Brunick-Shreve mimicking result (English)
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17 April 2014
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mimicking
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diffusion process
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local volatility models
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Markovian projection
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