Browsing by Author Neufeld, Ariel

Showing results 1 to 5 of 5
Issue DateTitleAuthor(s)
2019Compactness criterion for semimartingale laws and semimartingale optimal transportLiu, Chong; Neufeld, Ariel
2021Deep splitting method for parabolic PDEsBeck, Christian; Becker, Sebastian; Cheridito, Patrick; Jentzen, Arnulf; Neufeld, Ariel
 2021Duality theory for robust utility maximisationBartl, Daniel; Kupper, Michael; Neufeld, Ariel
2019Nonconcave robust optimization with discrete strategies under Knightian uncertaintyNeufeld, Ariel; Šikić, Mario
 2021On the stability of the martingale optimal transport problem: a set-valued map approachNeufeld, Ariel; Sester, Julian