Citation: Henderson, Vicky et Hobson, David, An explicit solution for an optimal stopping/optimal control problem which models an asset sale, Annals of applied probability , 18(5), 2008, pp. 1681-1705
Citation: G. Cox, A. M. et al., Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping, Annals of applied probability , 18(5), 2008, pp. 1870-1896
Citation: Hobson, David et Klimmek, Martin, Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps, Annals of applied probability , 23(5), 2013, pp. 2020-2052