Stephan Eckstein

Available identifiers

zbMath Open eckstein.stephanMaRDI QIDQ2020304

List of research outcomes

Publication	Date of Publication	Type
Computational methods for adapted optimal transport	2024-04-09	Paper
Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm	2022-11-18	Paper
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness	2022-03-01	Paper
Limits of random walks with distributionally robust transition probabilities	2022-01-06	Paper
Martingale transport with homogeneous stock movements	2021-06-02	Paper
Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics	2021-05-04	Paper
Computation of optimal transport and related hedging problems via penalization and neural networks	2021-04-23	Paper
Robust risk aggregation with neural networks	2021-03-23	Paper
Extended Laplace principle for empirical measures of a Markov chain	2019-12-09	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Stephan Eckstein