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Latest revision as of 10:26, 30 July 2024

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Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints
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    Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (English)
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    6 September 2016
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    Skorokhod embedding
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    stopping time
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    Brownian motion
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    convex duality
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    martingale optimal transport
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    model-free pricing
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    robust hedging
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