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"On the Monotonicity Principle of Optimal Skorokhod Embedding Problem."

Gaoyue Guo, Xiaolu Tan, Nizar Touzi (2016)

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DOI: 10.1137/15M1025268

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/GuoTT16a
Gaoyue Guo, Xiaolu Tan, Nizar Touzi:
On the Monotonicity Principle of Optimal Skorokhod Embedding Problem. SIAM J. Control. Optim. 54(5): 2478-2489 (2016)

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