The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach

Eitemau Tebyg

• The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach
  gan: Cox, A, et al.
  Cyhoeddwyd: (2015)
• Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping
  gan: Cox, A, et al.
  Cyhoeddwyd: (2007)
• The maximality principle revisited: on certain optimal stopping problems
  gan: Obloj, J
  Cyhoeddwyd: (2004)
• An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes
  gan: Obloj, J
  Cyhoeddwyd: (2007)
• The maximum maximum of a martingale with given n marginals
  gan: Henry-Labordere, P, et al.
  Cyhoeddwyd: (2012)