Browsing by Author
Neufeld, Ariel
Showing results 1 to 6 of 6
| 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 |
| 2023 | Model-free bounds for multi-asset options using option-implied information and their exact computation | Neufeld, Ariel; Papapantoleon, Antonis; Xiang,Qikun |
| 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 |
