activity
20072020
most citedPathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping

39 citations · 110 across the 7 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

math.PR2013

An Iterated Azéma-Yor Type Embedding for Finitely Many Marginals

Jan Obłój, Peter Spoida

We solve the -marginal Skorokhod embedding problem for a continuous local martingale and a sequence of probability measures which are in convex order and satisfy a…