Abstract
Several Skorokhod embeddings — which are presented in a table in the introduction of this chapter — allow to associate martingales to certain peacocks.
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© 2011 Springer-Verlag Italia
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Hirsch, F., Profeta, C., Roynette, B., Yor, M. (2011). The Skorokhod Embedding (SE) Method. In: Peacocks and Associated Martingales, with Explicit Constructions. B&SS — Bocconi & Springer Series. Springer, Milano. https://doi.org/10.1007/978-88-470-1908-9_7
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DOI: https://doi.org/10.1007/978-88-470-1908-9_7
Publisher Name: Springer, Milano
Print ISBN: 978-88-470-1907-2
Online ISBN: 978-88-470-1908-9
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