Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
The geometry of multi-marginal Skorokhod Embedding | Probability Theory and Related Fields |
| 11 | 2020 |
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization | Stochastic Processes and their Applications |
| 10 | 2020 |
Incorporating statistical model error into the calculation of acceptability prices of contingent claims | Mathematical Programming |
| 5 | 2019 |
Existence, duality, and cyclical monotonicity for weak transport costs | Calculus of Variations and Partial Differential Equations |
| 34 | 2019 |
10.1017/S0956792518000669 | European Journal of Applied Mathematics |
| 2019 |
Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Computational methods for adapted optimal transport | The Annals of Applied Probability |
| 2024 | |
A note on the adapted weak topology in discrete time | Electronic Communications in Probability | 2024 | ||
An extension of martingale transport and stability in robust finance | Electronic Journal of Probability |
| 2024 | |
Multi-source monitoring information fusion method for dam health diagnosis based on Wasserstein distance | Information Sciences |
| 5 | 2023 |
Robust retirement and life insurance with inflation risk and model ambiguity | Insurance: Mathematics and Economics |
| 4 | 2023 |