Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks (Q2013566)
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scientific article; zbMATH DE number 6758681
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| English | Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks |
scientific article; zbMATH DE number 6758681 |
Statements
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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0.91923666
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0.9059631
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0.8940016
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0.88990414
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0.88298154
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0.8798513
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0.8744438
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0.87341535
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