Sigrid Kallblad
Finance · 2015–2017
A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 21 citations into it
- Applied Mathematics — 17 citations into it; #7,500 of 7,620 by trust here, #4,234 by citations
- Statistics and Probability — 5 citations into it
Whom Sigrid Kallblad trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Mathias Beiglbock
- Jan Obłój
- Pierre Henry-Labordère
- Xiaolu Tan
- Nizar Touzi
- David Hobson *
- Dilip B Madan 5
- Nathael Gozlan
Who trusts Sigrid Kallblad overall
Papers from Sigrid Kallblad's perspective
Ordered by how strongly the researchers Sigrid Kallblad trusts endorse each paper. Same corpus, a different order for every researcher.
- Optimal transportation under controlled stochastic dynamics
- ROBUST BOUNDS FOR FORWARD START OPTIONS
- On a problem of optimal transport under marginal martingale constraints
- Peacocks and Associated Martingales, with Explicit Constructions
- The Skorokhod embedding problem and its offspring
- On the Monge–Kantorovich problem with additional linear constraints
- A User’s Guide to Optimal Transport
- Making Markov martingales meet marginals: with explicit constructions
- Kantorovich duality for general transport costs and applications
- The Collected Mathematical Papers: On Monge's “Mémoire sur la théorie des déblais et des remblais”
Their papers
- Martingale Benamou–Brenier: A probabilistic perspective (2017) — 71 citations
- Optimal Skorokhod embedding given full marginals and Azema-Yor peacocks (2015) — 53 citations