Thibaut Lux

Available identifiers

zbMath Open lux.thibautMaRDI QIDQ1704146

List of research outcomes

Publication	Date of Publication	Type
Cost-efficient payoffs under model ambiguity	2024-10-16	Paper
Marginal and dependence uncertainty: bounds, optimal transport, and sharpness	2022-03-01	Paper
Value-at-risk bounds with two-sided dependence information	2019-10-31	Paper
Model-free bounds on value-at-risk using extreme value information and statistical distances	2019-05-23	Paper
Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance	2018-03-08	Paper

Research outcomes over time

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