Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks (Q2013566)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks |
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Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks (English)
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8 August 2017
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optimal Skorokhod embedding
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peacocks
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martingale inequality
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martingale transport problem
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