On the Monotonicity Principle of Optimal Skorokhod Embedding Problem

Gaoyue Guo, Xiaolu Tan, Nizar Touzi. On the Monotonicity Principle of Optimal Skorokhod Embedding Problem. SIAM J. Control and Optimization, 54(5):2478-2489, 2016. [doi]

Authors

Gaoyue Guo

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Xiaolu Tan

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Nizar Touzi

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