Alexandre Richard, Xiaolu Tan, Nizar Touzi. On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals. SIAM J. Control and Optimization, 58(4):1874-1892, 2020. [doi]
@article{RichardTT20,
title = {On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals},
author = {Alexandre Richard and Xiaolu Tan and Nizar Touzi},
year = {2020},
doi = {10.1137/18M1222594},
url = {https://doi.org/10.1137/18M1222594},
researchr = {https://researchr.org/publication/RichardTT20},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {58},
number = {4},
pages = {1874-1892},
}