skorokhod embedding
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scholarly journals The Skorokhod embedding problem for inhomogeneous diffusions

2020 ◽  
Vol 56 (3) ◽  
pp. 1606-1640
Author(s):  
Stefan Ankirchner ◽  
Stefan Engelhardt ◽  
Alexander Fromm ◽  
Gonçalo dos Reis
Keyword(s):  
Embedding Problem ◽  
Skorokhod Embedding ◽  
Skorokhod Embedding Problem

scholarly journals On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals

2020 ◽  
Vol 58 (4) ◽  
pp. 1874-1892
Author(s):  
Alexandre Richard ◽  
Xiaolu Tan ◽  
Nizar Touzi
Keyword(s):  
Embedding Problem ◽  
Skorokhod Embedding ◽  
Skorokhod Embedding Problem

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

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

scholarly journals A conformal Skorokhod embedding

2019 ◽  
Vol 24 (0) ◽  
Author(s):  
Renan Gross
Keyword(s):  
Skorokhod Embedding

scholarly journals Some Results on Skorokhod Embedding and Robust Hedging with Local Time

2017 ◽  
Vol 179 (2) ◽  
pp. 569-597 ◽  
Author(s):  
Julien Claisse ◽  
Gaoyue Guo ◽  
Pierre Henry-Labordère
Keyword(s):  
Local Time ◽  
Robust Hedging ◽  
Skorokhod Embedding
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