Compactness criterion for semimartingale laws and semimartingale optimal transport

by Liu, Chong, Neufeld, Ariel
Published 2021

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

by Neufeld, Ariel, Sester, Julian
Published 2022

Nonconcave robust optimization with discrete strategies under Knightian uncertainty

by Neufeld, Ariel, Šikić, Mario
Published 2020

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

by Neufeld, Ariel, Sester, Julian
Published 2025

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

by Neufeld, Ariel, Nguyen, Tuan Anh
Published 2024

Duality theory for robust utility maximisation

by Bartl, Daniel, Kupper, Michael, Neufeld, Ariel
Published 2022

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

by Neufeld, Ariel, Papapantoleon, Antonis, Xiang,Qikun
Published 2023

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

by Sheng, Shunan, Xiang, Qikun, Nevat, Ido, Neufeld, Ariel
Published 2024

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

by Neufeld, Ariel, Ng, Matthew Cheng En, Zhang, Ying
Published 2025

Deep splitting method for parabolic PDEs

by Beck, Christian, Becker, Sebastian, Cheridito, Patrick, Jentzen, Arnulf, Neufeld, Ariel
Published 2022

An efficient Monte Carlo scheme for Zakai equations

by Beck, Christian, Becker, Sebastian, Cheridito, Patrick, Jentzen, Arnulf, Neufeld, Ariel
Published 2024