Optimal Skorokhod Embedding Under Finitely Many Marginal...

SIAM Journal on Control and Optimization 2016 / 01 Vol. 54; Iss. 4

Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints

Guo, Gaoyue, Tan, Xiaolu, Touzi, Nizar
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Volume:
54
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/15M1025256
Date:
January, 2016
File:
PDF, 482 KB
english, 2016
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