The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695)
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scientific article; zbMATH DE number 7030871
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach |
scientific article; zbMATH DE number 7030871 |
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The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (English)
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28 February 2019
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Skorokhod embedding problem
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martingale diffusions
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0.8581013679504395
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0.8297888040542603
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0.8215357065200806
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0.8120670914649963
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0.8114434480667114
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