Sigrid Källblad

Available identifiers

zbMath Open kallblad.sigridMaRDI QIDQ522055

List of research outcomes

Publication	Date of Publication	Type
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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Sigrid Källblad