Processes That Can Be Embedded in a Geometric Brownian Motion (Q2811893)

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Processes That Can Be Embedded in a Geometric Brownian Motion
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    Processes That Can Be Embedded in a Geometric Brownian Motion (English)
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    8 June 2016
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    geometric Brownian motion
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    Skorokhod embedding
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    minimal stopping time
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    Monroe's theorem
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