"On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals."

Alexandre Richard, Xiaolu Tan, Nizar Touzi (2020)

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DOI: 10.1137/18M1222594

access: closed

type: Journal Article

metadata version: 2021-09-16

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Alexandre Richard, Xiaolu Tan, Nizar Touzi:
On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals. SIAM J. Control. Optim. 58(4): 1874-1892 (2020)

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