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SDEs with Uniform Distributions : Peacocks, Conic Martingales and Mean Reverting Uniform Diffusions

Bibliographic reference Brigo, Damiano ; Jeanblanc, Monique ; Vrins, Frédéric. SDEs with Uniform Distributions : Peacocks, Conic Martingales and Mean Reverting Uniform Diffusions. CORE Discussion Paper ; 2016/46 (2016) 16 pages
Permanent URL http://hdl.handle.net/2078.1/179270