Crossmark

The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach

Published Online: 2018-02-10

Published Print: 2019-02

Authors

Cox, Alexander M. G. https://orcid.org/0000-0001-5151-9126
Obłój, Jan https://orcid.org/0000-0002-5686-5498
Touzi, Nizar
Funding

Funding for this research was provided by:

European Research Council (335421)

European Research Council (321111)
License Information

Text and Data Mining valid from 2018-02-10
More Information

Article History

Received: 7 February 2017

Revised: 16 January 2018

First Online: 10 February 2018

Document is current