List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Cost-efficient payoffs under model ambiguity Finance and Stochastics | 2024-10-16 | Paper |
| Marginal and dependence uncertainty: bounds, optimal transport, and sharpness SIAM Journal on Control and Optimization | 2022-03-01 | Paper |
| Value-at-risk bounds with two-sided dependence information Mathematical Finance | 2019-10-31 | Paper |
| Model-free bounds on value-at-risk using extreme value information and statistical distances Insurance Mathematics & Economics | 2019-05-23 | Paper |
| Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance The Annals of Applied Probability | 2018-03-08 | Paper |
| Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance The Annals of Applied Probability | 2018-03-08 | Paper |
Research outcomes over time
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