Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod Embedding Problem
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Publication:6290436
arXiv1708.07071MaRDI QIDQ6290436
Mathias Beiglböck, Alexander Matthew Gordon Cox, Martin Huesmann, Sigrid Källblad
Publication date: 23 August 2017
Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)
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