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Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions

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References

1976Stochastic Differential Equations and Applications1,378 cited
2006Optimal stopping and free-boundary problems1,068 cited
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2001Valuing Credit Default Swaps II341 cited
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2009On the inverse first-passage-time problem for a Wiener process48 cited
2006Analysis of an Inverse First Passage Problem from Risk Management33 cited

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2018Geometry of distribution-constrained optimal stopping problems18 cited

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