Talks and Poster Presentations (without Proceedings-Entry):
"On the symmetry between the Root and Rost embeddings and their connection to certain optimal stopping problems";
Talk: 5th Austrian Stochastic Days,
University of Technology, Graz (invited);
Recent works by A. Cox and J. Wang have highlighted the connection between the Rost/Root solutions to the Skorokhod Embedding Problem and certain optimal stopping problems. In this talk we present a simple probabilistic argument for this connection (as opposed to the original analytical ones) which furthermore implies an interesting symmetry between the Rost and Root solutions. This is joint work with M. Beiglböck, A. Cox and M. Huesmann.
Electronic version of the publication:
Created from the Publication Database of the Vienna University of Technology.