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Search: person:"Neufeld, Ariel"
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Neufeld, Ariel
13
Nutz, Marcel
4
Bartl, Daniel
2
Kupper, Michael
2
Ṥikić, Mario
2
Dolinsky, Yan
1
Du, Kai
1
Ghosh, Pushpendu
1
Harms, Philipp
1
Liu, Chong
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Neufeld, Ariel David
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Papapantoleon, Antonis
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Sahoo, Jajati Keshari
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Sester, Julian
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ECONIS (ZBW)
10
RePEc
4
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1
Markov decision processes under model uncertainty
Neufeld, Ariel
;
Sester, Julian
;
Ṥikić, Mario
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 618-665
Persistent link: https://www.econbiz.de/10014329899
Saved in:
2
Model-free bounds for multi-asset options using option-implied information and their exact computation
Neufeld, Ariel
;
Papapantoleon, Antonis
;
Xiang, Qikun
- In:
Management science : journal of the Institute for …
69
(
2023
)
4
,
pp. 2051-2068
Persistent link: https://www.econbiz.de/10014305379
Saved in:
3
Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
Ghosh, Pushpendu
;
Neufeld, Ariel
;
Sahoo, Jajati Keshari
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013341333
Saved in:
4
Duality theory for robust utility maximisation
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 469-503
Persistent link: https://www.econbiz.de/10012585983
Saved in:
5
Supermartingale deflators in the absence of a numéraire
Harms, Philipp
;
Liu, Chong
;
Neufeld, Ariel
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 885-915
Persistent link: https://www.econbiz.de/10012616862
Saved in:
6
Pathwise superhedging on prediction sets
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 215-248
Persistent link: https://www.econbiz.de/10012253346
Saved in:
7
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
8
Super-replication in fully incomplete markets
Dolinsky, Yan
;
Neufeld, Ariel
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 483-515
Persistent link: https://www.econbiz.de/10011969096
Saved in:
9
Robust utility maximization with Lévy processes
Neufeld, Ariel
;
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 82-105
Persistent link: https://www.econbiz.de/10011969154
Saved in:
10
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
Saved in:
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