Affiliation:
1. TU and WIAS Berlin; Germany
2. TU Wien; Austria
Funder
Deutsche Forschungsgemeinschaft
Austrian Science Fund
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference43 articles.
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4. Mimicking an Itô process by a solution of a stochastic differential equation;Brunick;Annals of Applied Probability,2013
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