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"Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints."

Gaoyue Guo, Xiaolu Tan, Nizar Touzi (2016)

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DOI: 10.1137/15M1025256

access: closed

type: Journal Article

metadata version: 2020-07-09

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Gaoyue Guo, Xiaolu Tan, Nizar Touzi:
Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints. SIAM J. Control. Optim. 54(4): 2174-2201 (2016)

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