Economy – Quantitative Finance – Portfolio Management
Scientist
Economy
Quantitative Finance
Portfolio Management
Scientist
VUT
A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage
A General Duality Theorem for the Monge--Kantorovich Transport Problem
A generalized dual maximizer for the Monge--Kantorovich transport problem
A hyper-geometric approach to the BMV-conjecture
A note on lower bounds of martingale measure densities
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