Browsing by Author Neufeld, Ariel
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) | |
|---|---|---|---|
 | 2019 | Compactness criterion for semimartingale laws and semimartingale optimal transport | Liu, Chong; Neufeld, Ariel |
| 2021 | Deep splitting method for parabolic PDEs | Beck, Christian; Becker, Sebastian; Cheridito, Patrick; Jentzen, Arnulf; Neufeld, Ariel |
| 2021 | Duality theory for robust utility maximisation | Bartl, Daniel; Kupper, Michael; Neufeld, Ariel | |
| 2019 | Nonconcave robust optimization with discrete strategies under Knightian uncertainty | Neufeld, Ariel; Šikić, Mario |
| 2021 | On the stability of the martingale optimal transport problem: a set-valued map approach | Neufeld, Ariel; Sester, Julian |