12 citations · 23 across the 8 of their papers we have counts for
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math.PR2017★ 4 cited
Optimal Brownian Stopping between radially symmetric marginals in general dimensions
Nassif Ghoussoub, Young-Heon Kim, Tongseok Lim
Given an initial (resp., terminal) probability measure (resp., ) on , we characterize those optimal stopping times that maximize or minimize the functional…
math.PR2017★ 6 cited
Dual attainment for the martingale transport problem
Mathias Beiglboeck, Tongseok Lim, Jan Obłój
We investigate existence of dual optimizers in one-dimensional martingale optimal transport problems. While [BNT16] established such existence for weak (quasi-sure) duality, [BHP13…