From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132): Difference between revisions

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+Optimal transport and Skorokhod embedding
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+On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients
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+Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping
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+Embedding laws in diffusions by functions of time
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+Root's barrier: construction, optimality and applications to variance options
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+A Note on the Continuity of Free-Boundaries in Finite-Horizon Optimal Stopping Problems for One-Dimensional Diffusions
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+Integral equations for Rost's reversed barriers: existence and uniqueness results
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+Q3237805
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+The inverse first-passage problem and optimal stopping
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+A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
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+Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
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+Optimal stopping of the maximum process: a converse to the results of Peskir
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+The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
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+Q2774021
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+The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat
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+Q4453259
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+The Skorokhod embedding problem and its offspring
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+The Maximality Principle Revisited: On Certain Optimal Stopping Problems
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+Designing options given the risk: The optimal Skorokhod-embedding problem
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+Q3378055
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+The Existence of Certain Stopping Times on Brownian Motion
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+The stopping distributions of a Markov process
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+Publication:1650132