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• W1866807894 abstract "We establish that the boundaries of the so-called Rost's reversed barrier are the unique couple of left-continuous monotonic functions solving a suitable system of nonlinear integral equations of Volterra type. Our result holds for atom-less target distributions $mu$ of the related Skorokhod embedding problem. The integral equations we obtain here generalise the ones often arising in optimal stopping literature and our proof of the uniqueness of the solution goes beyond the existing results in the field." @default.
• W1866807894 created "2016-06-24" @default.
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• W1866807894 date "2015-08-24" @default.
• W1866807894 modified "2023-10-01" @default.
• W1866807894 title "Integral equations for Rost's reversed barriers: existence and uniqueness results" @default.
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