Gaoyue Guo, Xiaolu Tan, Nizar Touzi. Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints. SIAM J. Control and Optimization, 54(4):2174-2201, 2016. [doi]
@article{GuoTT16,
title = {Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints},
author = {Gaoyue Guo and Xiaolu Tan and Nizar Touzi},
year = {2016},
doi = {10.1137/15M1025256},
url = {http://dx.doi.org/10.1137/15M1025256},
researchr = {https://researchr.org/publication/GuoTT16},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {54},
number = {4},
pages = {2174-2201},
}