Stephan Eckstein

Available identifiers

Publication	Date of Publication	Type
Stability and sample complexity of divergence regularized optimal transport	2024-11-05	Paper
Convergence rates for regularized optimal transport via quantization	2024-06-27	Paper
Computational methods for adapted optimal transport	2024-04-09	Paper
Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm	2022-11-18	Paper
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness	2022-03-01	Paper
Limits of random walks with distributionally robust transition probabilities	2022-01-06	Paper
Martingale transport with homogeneous stock movements	2021-06-02	Paper
Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics	2021-05-04	Paper
Computation of optimal transport and related hedging problems via penalization and neural networks	2021-04-23	Paper
Robust risk aggregation with neural networks	2021-03-23	Paper
Extended Laplace principle for empirical measures of a Markov chain	2019-12-09	Paper
Stability and Sample Complexity of Divergence Regularized Optimal Transport	N/A	Paper
Optimal nonparametric estimation of the expected shortfall risk	N/A	Paper

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