Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints |
scientific article |
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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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