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Article Dans Une Revue Journal of Optimization Theory and Applications Année : 2018

Some Results on Skorokhod Embedding and Robust Hedging with Local Time

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hal-03899343 , version 1 (14-12-2022)

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Julien Claisse, Gaoyue Guo, Pierre Henry-Labordère. Some Results on Skorokhod Embedding and Robust Hedging with Local Time. Journal of Optimization Theory and Applications, 2018, 179 (2), pp.569-597. ⟨10.1007/s10957-017-1201-5⟩. ⟨hal-03899343⟩
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