Talks and Poster Presentations (without Proceedings-Entry):
T. Lim:
"On the structure of optimal Skorokhod embedding between radially symmetric marginals";
Talk: Skorokhod embeddings, Martingale Optimal Transport and their applications,
University of Oxford, UK (invited);
2016-03-14
- 2016-03-16.
English abstract:
We determine the fine structure of optimal stopping time for Skorokhod embedding problem when the initial and terminal laws are radially symmetric in arbitrary dimension. Here optimality means that the embeddings maximize / minimize the cost E|B_0 - B_T|^p, p>0.
Electronic version of the publication:
http://www.maths.bath.ac.uk/~mapamgc/SEPMOT.html#Speakers
Created from the Publication Database of the Vienna University of Technology.