Showing 1–20 of 32 results
/ Date/ Name
Apr 1, 2026Bridging classical and martingale Schrödinger bridgesDec 15, 2014Conditional Analysis and a Principal-Agent problemApr 2, 2014Some sensitivity results in stochastic optimal control: A Lagrange multiplier point of viewMay 1, 2014Robust utility maximization without model compactnessJun 6, 2024Geometric Martingale Benamou-Brenier transport and geometric Bass martingalesNov 18, 2024Multidimensional specific relative entropy between continuous martingalesJun 13, 2016Causal transport in discrete time and applicationsApr 10, 2015Sensitivity analysis for expected utility maximization in incomplete Brownian market modelsJan 14, 2017Fundamental Properties of Process DistancesSep 16, 2018Existence, Duality, and Cyclical monotonicity for weak transport costsFeb 16, 2026Reciprocal Specific Relative Entropy between Continuous MartingalesDec 2, 2024Exciting games and Monge-Ampère equationsFeb 17, 2020Estimating processes in adapted Wasserstein distanceSep 29, 2022Quantitative Fundamental Theorem of Asset PricingMay 5, 2023The geometry of financial institutions -- Wasserstein clustering of financial dataAug 26, 2016On the dynamic representation of some time-inconsistent risk measures in a Brownian filtrationNov 8, 2016Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimizationJan 27, 2020Stochastic control of optimized certainty equivalentsFeb 20, 2020Cournot-Nash equilibrium and optimal transport in a dynamic settingApr 22, 2020Generalized entropy minimization under full marginal constraints