Computational aspects of robust optimized certainty equivalents and option pricing von Bartl, Daniel, Drapeau, Samuel, Tangpi, Ludovic

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Risk Preferences and Their Robust Representation von Drapeau, Samuel, Kupper, Michael

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q-moment estimates for the singular p-Laplace equation and applications von Drapeau, Samuel, Yin, Liming

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Extremal of Log-Sobolev Functionals and Li-Yau Estimate on $$\textrm{RCD}^(K,N)$$ Spaces von Drapeau, Samuel, Yin, Liming

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Relative bound and asymptotic comparison of expectile with respect to expected shortfall von Tadese, Mekonnen, Drapeau, Samuel

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On model robustness of the regime switching approach for pegged foreign exchange markets von Zhang, Yunbo, Drapeau, Samuel

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Pricing and hedging performance on pegged FX markets based on a regime switching model von Zhang, Yunbo, Drapeau, Samuel

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Extremal of Log-Sobolev Functionals and Li-Yau Estimate on RCD∗(K,N) Spaces von Drapeau, Samuel, Yin, Liming

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Dual representation of expectile-based expected shortfall and its properties von Tadese, Mekonnen, Drapeau, Samuel

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The algebra of conditional sets and the concepts of conditional topology and compactness von Drapeau, Samuel, Jamneshan, Asgar, Karliczek, Martin, Kupper, Michael

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Evolution of Chinese futures markets from a high frequency perspective von Li, Zhengqiang, Wang, Tao, Drapeau, Samuel, Tao, Xuan

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Multivariate Shortfall Risk Allocation and Systemic Risk von Armenti, Yannick, Crépey, Stéphane, Drapeau, Samuel, Papapantoleon, Antonis

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Conditional preference orders and their numerical representations von Drapeau, Samuel, Jamneshan, Asgar

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Sensitivity analysis of Wasserstein distributionally robust optimization problems von Bartl, Daniel, Drapeau, Samuel, Obłój, Jan, Wiesel, Johannes

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On detecting spoofing strategies in high-frequency trading von Tao, Xuan, Day, Andrew, Ling, Lan, Drapeau, Samuel

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Stability and Markov property of forward backward minimal supersolutions von Drapeau, Samuel, Mainberger, Christoph

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Characterization of fully coupled FBSDE in terms of portfolio optimization von Drapeau, Samuel, Luo, Peng, Xiong, Dewen

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MINIMAL SUPERSOLUTIONS OF CONVEX BSDES von Drapeau, Samuel, Heyne, Gregor, Kupper, Michael

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An FBSDE approach to market impact games with stochastic parameters von Drapeau, Samuel, Luo, Peng, Schied, Alexander, Xiong, Dewen

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Complete Duality for Quasiconvex and Convex Set-Valued Functions von Drapeau, Samuel, Hamel, Andreas H., Kupper, Michael

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