Skorokhod embeddings, Martingale Optimal Transport and their applications

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Description

Event name
Skorokhod embeddings, Martingale Optimal Transport and their applications
 
Event type
Event for scientific audience
 
Start date
14-03-2016
End date
16-03-2016
 
Location
University of Oxford, UK
Country
 
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-4 of 4 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Beiglböck, Mathias Causal transport in discrete time and applicationsPräsentation Presentation2016
2Källblad, Sigrid Model-independent bounds for Asian options: a dynamic programming approachPräsentation Presentation2016
3Lim, Tongseok On the structure of optimal Skorokhod embedding between radially symmetric marginalsPräsentation Presentation2016
4Backhoff, Julio On the symmetry between the Root and Rost embeddings and their connection to certain optimal stopping problemsPräsentation Presentation2016