Sigrid Källblad

Available identifiers

Publication	Date of Publication	Type
Controlled measure-valued martingales: a viscosity solution approach	2024-08-21	Paper
Adapted Wasserstein distance between the laws of SDEs	2022-09-07	Paper
A dynamic programming approach to distribution-constrained optimal stopping	2022-09-05	Paper
Black's Inverse Investment Problem and Forward Criteria with Consumption	2020-06-08	Paper
Dynamically consistent investment under model uncertainty: the robust forward criteria	2018-10-08	Paper
Model-Independent Bounds for Asian Options: A Dynamic Programming Approach	2017-11-13	Paper
Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod Embedding Problem	2017-08-23	Paper
Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks	2017-08-08	Paper
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals	2017-04-13	Paper

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