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~subject:"Bessel bridges decomposition"
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Bessel bridges decomposition
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Bessel bridges
decomposition
with varying dimension. Applications to finance.
Faraud, Gabriel
;
Goutte, Stéphane
-
HAL
-
2012
the case of classical Bessel processes to our context. Our deepest result is a
decomposition
of the Bridge process …
Persistent link: https://www.econbiz.de/10010547615
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