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On the Root Solution to the Skorokhod Embedding Problem Giv..:
Richard, Alexandre
;
Tan, Xiaolu
;
Touzi, Nizar
SIAM Journal on Control and Optimization. 58 (2020) 4 - p. 1874-1892 , 2020
Link:
https://doi.org/10.1137/18m1222594
RT Journal T1 <Title>On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_18m1222594&Exemplar=1&LAN=DE A1 Richard, Alexandre A1 Tan, Xiaolu A1 Touzi, Nizar PB Society for Industrial & Applied Mathematics (SIAM) YR 2020 SN 0363-0129 SN 1095-7138 JF SIAM Journal on Control and Optimization VO 58 IS 4 SP 1874 OP 1892 LK http://dx.doi.org/https://doi.org/10.1137/18m1222594 DO https://doi.org/10.1137/18m1222594 SF ELIB - SuUB Bremen
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