Some Results on Skorokhod Embedding and Robust Hedging with Local Time.

Julien Claisse Gaoyue Guo Pierre Henry-Labordère

Published in: J. Optim. Theory Appl. (2018)

Keyphrases

robust estimation
computationally efficient
parameter tuning
financial markets
neural network
information systems
mobile robot
probabilistic model
vector space
data hiding
watermarking technique