Discretisation and duality of optimal Skorokhod embedding problems (Q2000151)

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scientific article
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English
Discretisation and duality of optimal Skorokhod embedding problems
scientific article

    Statements

    title
    Discretisation and duality of optimal Skorokhod embedding problems (English)
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    publication date
    28 June 2019
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    zbMATH Keywords
    Skorokhod embedding
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    cites work
    Probability
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    Q4107704
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    Q4596270
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60J05
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    60J65
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    49M25
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    90C05
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    zbMATH DE Number
    7074613
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    OpenAlex ID
    W2594909333
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    arXiv ID
    1702.07173
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    Wikidata QID
    Q129503579
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