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The geometry of multi-marginal Skorokhod Embedding
The Skorokhod Embedding Problem is one of the classical problems in the theory of stochastic processes, with applications in many different fields [cf. the surveys (Hobson in: Paris-Princeton lectures on mathematical finance 2010, Volume 2003 of Lecture Notes in Mathematics, Springer, Berlin, 2011;...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7175629/ https://www.ncbi.nlm.nih.gov/pubmed/32355387 http://dx.doi.org/10.1007/s00440-019-00935-z |