Showing 1–20 of 55 results
/ Date/ Name
Jan 18, 2011Utility theory front to back - inferring utility from agents' choicesSep 12, 2006Classes of Skorokhod Embeddings for the Simple Symmetric Random WalkJun 22, 2020Sensitivity analysis of Wasserstein distributionally robust optimization problemsMar 30, 2012The maximum maximum of a martingale with given $n$ marginalsOct 15, 2007Market completion using optionsSep 22, 2014Martingale Inequalities for the Maximum via Pathwise ArgumentsJun 6, 2024Geometric Martingale Benamou-Brenier transport and geometric Bass martingalesFeb 13, 2025Wasserstein distributional adversarial training for deep neural networksDec 28, 2018The robust superreplication problem: a dynamic approachSep 23, 2005An explicit Skorokhod embedding for functionals of Markovian excursionsJun 16, 2023Wasserstein distributional robustness of neural networksAug 20, 2018A unified Framework for Robust Modelling of Financial Markets in discrete timeDec 22, 2016Pointwise Arbitrage Pricing Theory in Discrete TimeAug 24, 2015Pathwise Stochastic Calculus with Local TimesAug 30, 2024Sensitivity of causal distributionally robust optimizationOct 6, 2025Robust Pricing and Hedging of American Options in Continuous TimeFeb 7, 2007Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stoppingApr 22, 2005A complete characterization of local martingales which are functions of Brownian motion and its maximumDec 9, 2004On local martingale and its supremum: harmonic functions and beyondJul 5, 2021Optimal transport for model calibration