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20102013
most citedMaximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps

7 citations · 7 across the 7 of their papers we have counts for

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math.PR2012

The Wronskian parameterizes the class of diffusions with a given distribution at a random time

Martin Klimmek

We provide a complete characterization of the class of one-dimensional time-homogeneous diffusions consistent with a given law at an exponentially distributed time using classical…