scholarly journals The geometry of multi-marginal Skorokhod Embedding

2019 ◽  
Vol 176 (3-4) ◽  
pp. 1045-1096 ◽  
Author(s):  
Mathias Beiglböck ◽  
Alexander M. G. Cox ◽  
Martin Huesmann
Keyword(s):  
Skorokhod Embedding

The Generalized Shiryaev Problem and Skorokhod Embedding

2014 ◽  
Vol 58 (3) ◽  
pp. 493-502 ◽  
Author(s):  
S. Jaimungal ◽  
A. Kreinin ◽  
A. Valov
Keyword(s):  
Skorokhod Embedding

scholarly journals Optimal Skorokhod embedding given full marginals and Azéma–Yor peacocks

2017 ◽  
Vol 27 (2) ◽  
pp. 686-719 ◽  
Author(s):  
Sigrid Källblad ◽  
Xiaolu Tan ◽  
Nizar Touzi
Keyword(s):  
Skorokhod Embedding

scholarly journals Discretisation and duality of optimal Skorokhod embedding problems

2019 ◽  
Vol 129 (7) ◽  
pp. 2376-2405
Author(s):  
Alexander M.G. Cox ◽  
Sam M. Kinsley
Keyword(s):  
Skorokhod Embedding

Skorokhod embedding

2012 ◽  
pp. 100-110
Author(s):  
Richard F. Bass
Keyword(s):  
Skorokhod Embedding

scholarly journals Monotone martingale transport plans and Skorokhod embedding

2017 ◽  
Vol 127 (9) ◽  
pp. 3005-3013 ◽  
Author(s):  
Mathias Beiglböck ◽  
Pierre Henry-Labordère ◽  
Nizar Touzi
Keyword(s):  
Skorokhod Embedding

scholarly journals Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints

2016 ◽  
Vol 54 (4) ◽  
pp. 2174-2201 ◽  
Author(s):  
Gaoyue Guo ◽  
Xiaolu Tan ◽  
Nizar Touzi
Keyword(s):  
Skorokhod Embedding
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