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Cited article:

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Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory

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Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory

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Mimicking an Itô process by a solution of a stochastic differential equation

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The Annals of Applied Probability 23 (4) (2013)
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The Wronskian parametrises the class of diffusions with a given distribution at a random time

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Electronic Communications in Probability 17 (none) (2012)
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Explicit Constructions of Martingales Calibrated to Given Implied Volatility Smiles

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