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2018
Some Results on Skorokhod Embedding and Robust Hedging with Local Time.
[DOI]
Julien Claisse
,
Gaoyue Guo
,
Pierre Henry-Labordère
J. Optim. Theory Appl., 2018
2016
A Pseudo-Markov Property for Controlled Diffusion Processes.
[DOI]
Julien Claisse
,
Denis Talay
,
Xiaolu Tan
SIAM J. Control. Optim., 2016