Delayed switching identities and multi-marginal solutions to the Skorokhod embedding problem

MaRDI QIDQ6462574zbMATH OpenFDO

Authors Alexander Matthew Gordon Cox, A. Grass

Publication date 7 December 2023

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Brownian motion (60J65) Derivative securities (option pricing, hedging, etc.) (91G20)

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