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scientific article; zbMATH DE number 5679755
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scientific article; zbMATH DE number 5679755

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    author
    Claudio Albanese
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    Alexey Kuznetsov
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    publication date
    10 March 2010
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    Mathematics Subject Classification ID
    60J60
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    60J25
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    91B70
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    zbMATH DE Number
    5679755
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    zbMATH Keywords
    driftless diffusions
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    Doob's \(h\)-transform
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    scale transformation
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    Liouville transformation
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    option pricing models
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