%0 Journal Article %1 Cox2004 %A Cox, A. M. G. %A Hobson, D. G. %D 2004 %J Stochastic Processes and their Applications %K Brownian motion %N 1 %P 17--39 %T An optimal Skorokhod embedding for diffusions %U http://www.sciencedirect.com/science/article/B6V1B-4BVPVKC-1/1/b4a94eb33775848033f07bde4f219a52 %V 111

@article{Cox2004, added-at = {2008-04-22T14:25:45.000+0200}, author = {Cox, A. M. G. and Hobson, D. G.}, biburl = {https://www.bibsonomy.org/bibtex/26349e6e4362fbe76c54759ee68fc25dd/smicha}, description = {Stochastic Processes and their Applications}, interhash = {6b6067740508d9927520d69b1c187076}, intrahash = {6349e6e4362fbe76c54759ee68fc25dd}, journal = {Stochastic Processes and their Applications}, keywords = {Brownian motion}, month = May, number = 1, pages = {17--39}, timestamp = {2008-04-22T14:30:25.000+0200}, title = {An optimal Skorokhod embedding for diffusions}, url = {http://www.sciencedirect.com/science/article/B6V1B-4BVPVKC-1/1/b4a94eb33775848033f07bde4f219a52}, volume = 111, year = 2004 }