Some Results on Skorokhod Embedding and Robust Hedging with Local Time

Julien Claisse, Gaoyue Guo, Pierre Henry-Labordère. Some Results on Skorokhod Embedding and Robust Hedging with Local Time. J. Optimization Theory and Applications, 179(2):569-597, 2018. [doi]

Authors

Julien Claisse

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Gaoyue Guo

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Pierre Henry-Labordère

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