Cited in
(27)- On a `replicating character string' model
- Martingale optimal transport and robust hedging in continuous time
- Short communication: A note on utility indifference pricing with delayed information
- Deviation inequalities for dependent sequences with applications to strong approximations
- On exact distribution for multivariate weighted distributions and classification
- Differential quantile-based sensitivity in discontinuous models
- First-passage times for random walks with nonidentically distributed increments
- Computational methods for martingale optimal transport problems
- On shortfall risk minimization for game options
- Robust bounds for derivative prices in Markovian models
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
- Estimates for the accuracy of coupling in the central limit theorem
- Marginal asymptotics for the ``large \(p\), small \(n\) paradigm: with applications to microarray data
- A scaling limit for utility indifference prices in the discretised Bachelier model
- Coupling for minimal distance
- Rates of convergence in invariance principles for random walks on linear groups via martingale methods
- Efficient dependency models: simulating dependent random variables
- Imbedded construction of stationary sequences and point processes with a random memory
- About the Prohorov distance between the uniform distribution over the unit cube in \(R^ d\) and its empirical measure
- A general estimate in the invariance principle
- Martingale optimal transport in the Skorokhod space
- Local invariance principles and their application to density estimation
- On regression representations of stochastic processes
- Strong approximation for set-indexed partial sum processes via KMT constructions III
- On the distributional transform, Sklar's theorem, and the empirical copula process
- Strong approximation of partial sums under dependence conditions with application to dynamical systems
- Coupling with compensators
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