Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2963644125 / rank | |||
Normal rank | |||
Latest revision as of 10:26, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints |
scientific article |
Statements
Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (English)
0 references
6 September 2016
0 references
Skorokhod embedding
0 references
stopping time
0 references
Brownian motion
0 references
convex duality
0 references
martingale optimal transport
0 references
model-free pricing
0 references
robust hedging
0 references
0 references
0 references
0 references
0 references
