Optimal Skorokhod embedding under finitely many marginal constraints (Q2818217)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints |
scientific article; zbMATH DE number 6624245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Skorokhod embedding under finitely many marginal constraints |
scientific article; zbMATH DE number 6624245 |
Statements
6 September 2016
0 references
Skorokhod embedding
0 references
stopping time
0 references
Brownian motion
0 references
convex duality
0 references
martingale optimal transport
0 references
model-free pricing
0 references
robust hedging
0 references
0 references
0 references
0 references
0 references
Optimal Skorokhod embedding under finitely many marginal constraints (English)
0 references
