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"Some Results on Skorokhod Embedding and Robust Hedging with Local Time."

Julien Claisse, Gaoyue Guo, Pierre Henry-Labordère (2018)

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DOI: 10.1007/S10957-017-1201-5

access: closed

type: Journal Article

metadata version: 2020-04-07

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  - https://dblp.org/rec/journals/jota/ClaisseGH18
Julien Claisse, Gaoyue Guo, Pierre Henry-Labordère:
Some Results on Skorokhod Embedding and Robust Hedging with Local Time. J. Optim. Theory Appl. 179(2): 569-597 (2018)

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