The following pages link to Julian Sester (Q2244466):
Displaying 9 items.
- On the stability of the martingale optimal transport problem: a set-valued map approach (Q2244467) (← links)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- (Q5205929) (← links)
- Tightening robust price bounds for exotic derivatives (Q5212058) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- Markov decision processes under model uncertainty (Q6146671) (← links)
- A Deep Learning Approach to Data-Driven Model-Free Pricing and to Martingale Optimal Transport (Q6197488) (← links)
