Before revision:  This is used in our parallel work Henry-Labordere et al. , 2013 to establish extremal properties of our embedding and develop robust pricing and hedging of Lookback options given prices of call options with multiple intermediate maturities .
After revision:  This is used in our parallel work Henry-Labordere et al. , 2013 ) to show that the construction maximises the distribution of the maximum among all solutions to the n-marginal Skorokhod embedding problem. The result has direct implications for robust pricing and hedging of Lookback options given prices of call options with multiple intermediate maturities .