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ArticleSkorokhod embeddings, minimality and non-centred target distributions

Alexander M. G. Cox2005

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Articlebronze2005

Skorokhod embeddings, minimality and non-centred target distributions

Alexander M. G. Cox · David G. Hobson

44 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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References

1986The Cereteli-Davis Solution to the H1-Embedding Problem and an Optimal Embedding in Brownian Motion 1976Skorokhod stopping times of minimal variance

Cited by

2016Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints 2008Extending Chacon-Walsh: Minimality and Generalised Starting Distributions 2016On the Monotonicity Principle of Optimal Skorokhod Embedding Problem

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Year2005

Typearticle

Published2005-09-12

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations44

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s00440-005-0467-y

openalex_workW2593328633

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