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On the
Markovian
projection
in the Brunick–Shreve mimicking result
Forde, Martin
- In:
Statistics & Probability Letters
85
(
2014
)
C
,
pp. 98-105
the
Markovian
projection
E(σt2|Xt,Yt) explicitly from the marginals of (Xt,Yt), which can be viewed as a natural extension …
Persistent link: https://www.econbiz.de/10011039769
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