papers
Publications (11)
q-fin.MF2018
Buy-and-Hold Property for Fully Incomplete Markets when Super-replicating Markovian Claims
Ariel Neufeld
q-fin.PR2013
Superreplication under Volatility Uncertainty for Measurable Claims
Ariel Neufeld, Marcel Nutz
math.OC2019
Nonconcave Robust Optimization with Discrete Strategies under Knightian Uncertainty
Ariel Neufeld, Mario Sikic
q-fin.MF2018
Robust Utility Maximization in Discrete-Time Markets with Friction
Ariel Neufeld, Mario Sikic
math.PR2014
Measurability of Semimartingale Characteristics with Respect to the Probability Law
Ariel Neufeld, Marcel Nutz
cs.LG2019
The Oracle of DLphi
Dominik Alfke, Weston Baines, Jan Blechschmidt +24
q-fin.MF2016
Super-replication in Fully Incomplete Markets
Yan Dolinsky, Ariel Neufeld
math.PR2019
Affine processes under parameter uncertainty
Tolulope Fadina, Ariel Neufeld, Thorsten Schmidt
math.PR2015
Nonlinear Lévy Processes and their Characteristics
Ariel Neufeld, Marcel Nutz
q-fin.MF2016
Robust Utility Maximization with Lévy Processes
Ariel Neufeld, Marcel Nutz
math.PR2018
Compactness Criterion for Semimartingale Laws and Semimartingale Optimal Transport
Chong Liu, Ariel Neufeld