Pages that link to "Item:Q2119390"
From MaRDI portal
The following pages link to Fine properties of the optimal Skorokhod embedding problem (Q2119390):
Displaying 21 items.
- Statistical Skorohod embedding problem: optimality and asymptotic normality (Q491725) (← links)
- Conformal Skorokhod embeddings and related extremal problems (Q782835) (← links)
- The Skorokhod embedding problem and its offspring (Q980734) (← links)
- Designing options given the risk: The optimal Skorokhod-embedding problem (Q1593624) (← links)
- Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks (Q2013566) (← links)
- Entropic optimal transport: geometry and large deviations (Q2105212) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- Stability of entropic optimal transport and Schrödinger bridges (Q2165533) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
- An optimal Skorokhod embedding for diffusions (Q2485750) (← links)
- Optimal stopping and embedding (Q2725312) (← links)
- Optimal Skorokhod embedding under finitely many marginal constraints (Q2818217) (← links)
- On the monotonicity principle of optimal Skorokhod embedding problem (Q2821807) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- A non‐linear monotonicity principle and applications to Schrödinger‐type problems (Q6048892) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- Stability of the weak martingale optimal transport problem (Q6139683) (← links)
- The most exciting game (Q6597221) (← links)