From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding

De Angelis, T (2018) From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 54 (2). pp. 1098-1133. ISSN 0246-0203

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Authors/Creators:
  • De Angelis, T
Copyright, Publisher and Additional Information: This is an author produced version of a paper accepted for publication in Annales de l’Institut Henri Poincare.
Dates:
  • Published: May 2018
  • Accepted: 26 March 2017
  • Published (online): 25 April 2018
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 30 Mar 2017 10:09
Last Modified: 22 May 2019 16:04
Published Version: http://imstat.org/aihp/accepted.html
Status: Published
Publisher: Institute Henri Poincaré
Identification Number: https://doi.org/10.1214/17-AIHP833

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