H. D. March
Finance · 2017
A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it
Whom H. D. March trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- David Hobson *
- Mathias Beiglbock
- Danila Zaev
- Nassif Ghoussoub
- Anthony Neuberger
- Nicolas Juillet
- Marcel Nutz
- Young-Heon Kim
- Nizar Touzi
- Tongseok Lim
Who trusts H. D. March overall
Papers from H. D. March's perspective
Ordered by how strongly the researchers H. D. March trusts endorse each paper. Same corpus, a different order for every researcher.
- On a problem of optimal transport under marginal martingale constraints
- The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
- ROBUST BOUNDS FOR FORWARD START OPTIONS
- On the Monge–Kantorovich problem with additional linear constraints
- Model-independent bounds for option prices—a mass transport approach (Finance and Stochastics)
- Structure of optimal martingale transport plans in general dimensions (Annals of Probability)
- Complete Duality for Martingale Optimal Transport on the Line
- The Skorokhod embedding problem and its offspring
- Monotone martingale transport plans and Skorokhod embedding
- The Collected Mathematical Papers: On Monge's “Mémoire sur la théorie des déblais et des remblais”