The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach
Cox, Alexander M. G., Obłój, Jan, Touzi, NizarLanguage:
english
Journal:
Probability Theory and Related Fields
DOI:
10.1007/s00440-018-0833-1
Date:
February, 2018
File:
PDF, 976 KB
english, 2018