Compactness criterion for semimartingale laws and semimartingale optimal transport

由 Liu, Chong, Neufeld, Ariel
出版 2021

On the stability of the martingale optimal transport problem: a set-valued map approach

由 Neufeld, Ariel, Sester, Julian
出版 2022

Nonconcave robust optimization with discrete strategies under Knightian uncertainty

由 Neufeld, Ariel, Šikić, Mario
出版 2020

Bounding the difference between the values of robust and non-robust Markov decision problems

由 Neufeld, Ariel, Sester, Julian
出版 2025

Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean–Vlasov stochastic differential equations

由 Neufeld, Ariel, Nguyen, Tuan Anh
出版 2024

Duality theory for robust utility maximisation

由 Bartl, Daniel, Kupper, Michael, Neufeld, Ariel
出版 2022

Model-free bounds for multi-asset options using option-implied information and their exact computation

由 Neufeld, Ariel, Papapantoleon, Antonis, Xiang,Qikun
出版 2023

Binary spatial random field reconstruction from non-Gaussian inhomogeneous time-series observations

由 Sheng, Shunan, Xiang, Qikun, Nevat, Ido, Neufeld, Ariel
出版 2024

Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting

由 Neufeld, Ariel, Ng, Matthew Cheng En, Zhang, Ying
出版 2025

Deep splitting method for parabolic PDEs

由 Beck, Christian, Becker, Sebastian, Cheridito, Patrick, Jentzen, Arnulf, Neufeld, Ariel
出版 2022

An efficient Monte Carlo scheme for Zakai equations

由 Beck, Christian, Becker, Sebastian, Cheridito, Patrick, Jentzen, Arnulf, Neufeld, Ariel
出版 2024