Optimal transport and Skorokhod embedding
Work
Year: 2016
Type: article
Abstract: The Skorokhod embedding problem is to represent a given probability as the distribution of Brownian motion at a chosen stopping time. Over the last 50 years this has become one of the important classi... more
Source: Inventiones mathematicae
Institutions TU Wien, University of Bath, University of Bonn
Cites: 65
Cited by: 131
Related to: 10
FWCI: 25.58
Citation percentile (by year/subfield): 96.19
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: hybrid
APC paid (est): $2,990
Funder University of Bath