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3. Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian.
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4. Deep equal risk pricing of financial derivatives with non-translation invariant risk measures. (2021). Fr'ed'eric Godin, ; Carbonneau, Alexandre.
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1. A deep learning approach to data-driven model-free pricing and to martingale optimal transport. (2021). Sester, Julian ; Neufeld, Ariel.
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2. Pathwise superhedging on prediction sets. (2020). Neufeld, Ariel ; Kupper, Michael ; Bartl, Daniel.
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3. On the quasi-sure superhedging duality with frictions. (2020). Bayraktar, Erhan ; Burzoni, Matteo.
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4. Complete and Competitive Financial Markets in a Complex World. (2020). Cassese, Gianluca.
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5. Pricing Interest Rate Derivatives under Volatility Uncertainty. (2020). Holzermann, Julian.
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6. Weak Transport for Non-Convex Costs and Model-independence in a Fixed-Income Market. (2020). Beiglboeck, Mathias ; Acciaio, Beatrice ; Pammer, Gudmund.
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7. Robust fundamental theorems of asset pricing in discrete time. (2020). Chau, Huy N.
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8. Model-free bounds for multi-asset options using option-implied information and their exact computation. (2020). Papapantoleon, Antonis ; Neufeld, Ariel ; Xiang, Qikun.
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9. Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality. (2020). Frittelli, Marco ; Doldi, Alessandro.
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10. Pricing Interest Rate Derivatives under Volatility Uncertainty. (2020). Holzermann, Julian.
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11. Duality for pathwise superhedging in continuous time. (2019). Tangpi, Ludovic ; Promel, David J ; Kupper, Michael ; Bartl, Daniel.
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12. Pointwise Arbitrage Pricing Theory in Discrete Time. (2019). Maggis, Marco ; Hou, Zhaoxu ; Frittelli, Marco ; Burzoni, Matteo ; Oboj, Jan.
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13. No-Arbitrage and Hedging with Liquid American Options. (2019). Bayraktar, Erhan ; Zhou, Zhou.
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14. Generalized Duality for Model-Free Superhedging given Marginals. (2019). Khalili, Saeed ; Huang, Yu-Jui ; Fahim, Arash.
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15. Arbitrage-free modeling under Knightian Uncertainty. (2019). Maggis, Marco ; Burzoni, Matteo.
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16. Model-free pricing and hedging in discrete time using rough path signatures. (2019). Arribas, Imanol Perez ; Nejad, Sina ; Lyons, Terry.
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17. Martingale Optimal Transport Duality. (2019). Soner, Mete H ; Promel, David J ; Kiiski, Matti ; Cheridito, Patrick.
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18. Fine Properties of the Optimal Skorokhod Embedding Problem. (2019). Stebegg, Florian ; Nutz, Marcel ; Beiglbock, Mathias.
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19. Efficient hedging under ambiguity in continuous time. (2019). Tangpi, Ludovic.
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20. On the quasi-sure superhedging duality with frictions. (2019). Bayraktar, Erhan ; Burzoni, Matteo.
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21. Affine processes under parameter uncertainty. (2019). Schmidt, Thorsten ; Neufeld, Ariel ; Fadina, Tolulope.
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22. Utility maximization with proportional transaction costs under model uncertainty. (2019). Yu, Xiang ; Tan, Xiaolu ; Deng, Shuoqing.
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23. Pathwise superhedging on prediction sets. (2019). Neufeld, Ariel ; Kupper, Michael ; Bartl, Daniel.
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24. Robust Pricing and Hedging around the Globe. (2019). Stebegg, Florian ; Herrmann, Sebastian.
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25. Viability and Arbitrage under Knightian Uncertainty. (2019). Riedel, Frank ; Soner, Mete H ; Burzoni, Matteo.
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26. Duality for pathwise superhedging in continuous time. (2019). Tangpi, Ludovic ; Promel, David J ; Kupper, Michael ; Bartl, Daniel.
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27. Quantile Hedging in a semi-static market with model uncertainty. (2018). Bayraktar, Erhan ; Wang, GU.
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28. Robust pricing–hedging dualities in continuous time. (2018). Oboj, Jan ; Hou, Zhaoxu.
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29. A risk-neutral equilibrium leading to uncertain volatility pricing. (2018). Nutz, Marcel ; Muhle-Karbe, Johannes.
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34. A Risk-Neutral Equilibrium Leading to Uncertain Volatility Pricing. (2018). Muhle-Karbe, Johannes ; Nutz, Marcel.
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35. Pointwise Arbitrage Pricing Theory in Discrete Time. (2018). Obl, Jan ; Maggis, Marco ; Hou, Zhaoxu ; Frittelli, Marco ; Burzoni, Matteo.
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39. The space of outcomes of semi-static trading strategies need not be closed. (2017). Schachermayer, Walter ; Larsson, Martin ; Acciaio, Beatrice.
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40. Model uncertainty and the pricing of American options. (2017). Neuberger, Anthony ; Hobson, David.
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41. Hedging with small uncertainty aversion. (2017). Muhle-Karbe, Johannes ; Seifried, Frank Thomas ; Herrmann, Sebastian.
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42. The space of outcomes of semi-static trading strategies need not be closed. (2017). Schachermayer, Walter ; Larsson, Martin ; Acciaio, Beatrice.
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43. Viability and arbitrage under Knightian Uncertainty. (2017). Riedel, Frank ; Soner, H M ; Burzoni, M.
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47. Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty. (2016). Bayraktar, Erhan ; Zhang, Yuchong.
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48. Robust Trading of Implied Skew. (2016). Obloj, Jan ; Nadtochiy, Sergey.
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49. Complete Duality for Martingale Optimal Transport on the Line. (2016). Beiglbock, Mathias ; Touzi, Nizar ; Nutz, Marcel.
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