On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807)

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On the Monotonicity Principle of Optimal Skorokhod Embedding Problem
scientific article

    Statements

    title
    On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (English)
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    author
    Gaoyue Guo
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    Xiaolu Tan
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    Nizar Touzi
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    publication date
    23 September 2016
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    zbMATH Keywords
    optimal Skorokhod embedding
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    stop-go pair
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    monotonicity principle
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    cites work
    Q3049602
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    Q3957682
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    Q4107704
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    Q3862204
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    Optimal Transport
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    Identifiers

    DOI
    10.1137/15M1025268
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    zbMATH DE Number
    6629382
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    arXiv ID
    1506.03413
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