Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks

Keyphrases

• Skorokhod Embedding 100%
• Peacock 100%
• Martingale 50%
• Bernoulli 25%
• Explicit Constructions 25%
• Technical Condition 25%
• Dual Problem 25%
• Embedding Process 25%
• Martingale Inequalities 25%
• Reward Function 25%
• Convex Order 25%
• Skorokhod Embedding Problem 25%
• Transport Problem 25%
• Residual Value 25%
• Optimal Embeddings 25%
• Martingale Transport 25%
• Duality Results 25%

Mathematics

• Marginals 100%
• Skorokhod 100%
• Extremal 50%
• time interval τ 50%
• Dual Problem 50%
• Embedding Problem 50%
• Convex Order 50%
• Increasing Process 50%
• Residual Value 50%