Compactness criterion for semimartingale laws and semimartingale optimal transport

بواسطة Liu, Chong, Neufeld, Ariel
منشور في 2021

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

بواسطة Neufeld, Ariel, Sester, Julian
منشور في 2022

Nonconcave robust optimization with discrete strategies under Knightian uncertainty

بواسطة Neufeld, Ariel, Šikić, Mario
منشور في 2020

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

بواسطة Neufeld, Ariel, Sester, Julian
منشور في 2025

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

بواسطة Neufeld, Ariel, Nguyen, Tuan Anh
منشور في 2024

Duality theory for robust utility maximisation

بواسطة Bartl, Daniel, Kupper, Michael, Neufeld, Ariel
منشور في 2022

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

بواسطة Neufeld, Ariel, Papapantoleon, Antonis, Xiang,Qikun
منشور في 2023

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

بواسطة Sheng, Shunan, Xiang, Qikun, Nevat, Ido, Neufeld, Ariel
منشور في 2024

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

بواسطة Neufeld, Ariel, Ng, Matthew Cheng En, Zhang, Ying
منشور في 2025

Deep splitting method for parabolic PDEs

بواسطة Beck, Christian, Becker, Sebastian, Cheridito, Patrick, Jentzen, Arnulf, Neufeld, Ariel
منشور في 2022

An efficient Monte Carlo scheme for Zakai equations

بواسطة Beck, Christian, Becker, Sebastian, Cheridito, Patrick, Jentzen, Arnulf, Neufeld, Ariel
منشور في 2024