Computation of distorted probabilities for diffusion processes via stochastic control methods
Year of publication: |
2000
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---|---|
Authors: | Young, Virginia R. ; Zariphopoulou, Thaleia |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 27.2000, 1, p. 1-18
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Publisher: |
Elsevier |
Saved in:
Online Resource
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