The Skorokhod Embedding (SE) Method
Part of the B&SS — Bocconi & Springer Series book series (BS)
Several Skorokhod embeddings — which are presented in a table in the introduction of this chapter — allow to associate martingales to certain peacocks.
KeywordsBrownian Motion Positive Measure Dirac Measure Unique Pair Bessel Process
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer-Verlag Italia 2011