Julio Backhoff-Veraguas

Applied Mathematics · 2017–2020

A researcher in the Science corpus: 5 papers; trusts 29 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Applied Mathematics — 59 citations into it; #4,097 of 7,620 by trust here, #3,589 by citations
• Finance — 42 citations into it; #5,837 of 10,518 by trust here, #6,960 by citations
• Management Science and Operations Research — 21 citations into it; #8,284 of 11,946 by trust here, #9,383 by citations
• Mathematical Physics — 16 citations into it
• Geometry and Topology — 15 citations into it
• Economics and Econometrics — 11 citations into it
• Statistics and Probability — 11 citations into it; #6,092 of 12,932 by trust here, #5,857 by citations
• Computational Theory and Mathematics — 9 citations into it

Whom Julio Backhoff-Veraguas trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Mathias Beiglbock
2. Thomas G. Kurtz
3. Nathael Gozlan
4. David Hobson *
5. Nicolas Juillet
6. Bruno Bouchard
7. Julio D. Backhoff Veraguas
8. Nizar Touzi
9. H. D. March
10. Georg Ch. Pflug

Who trusts Julio Backhoff-Veraguas overall

1. Daniel Bartl
2. Mathias Beiglbock
3. Gudmund Pammer
4. Julio Backhoff
5. Julio D. Backhoff Veraguas
6. Manu Eder
7. Martin Huesmann

Papers from Julio Backhoff-Veraguas's perspective

Ordered by how strongly the researchers Julio Backhoff-Veraguas trusts endorse each paper. Same corpus, a different order for every researcher.

1. Topics in Optimal Transportation
2. On a problem of optimal transport under marginal martingale constraints
3. ROBUST BOUNDS FOR FORWARD START OPTIONS
4. Optimal transportation under controlled stochastic dynamics
5. The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
6. On the Monge–Kantorovich problem with additional linear constraints
7. Peacocks and Associated Martingales, with Explicit Constructions
8. Kantorovich duality for general transport costs and applications
9. The Skorokhod embedding problem and its offspring
10. Arbitrage and duality in nondominated discrete-time models

Their papers

• Adapted Wasserstein distances and stability in mathematical finance (2019) — 121 citations
• Stability of martingale optimal transport and weak optimal transport (2019) — 63 citations
• All adapted topologies are equal (2019) — 78 citations
• Martingale Benamou–Brenier: A probabilistic perspective (2017) — 71 citations
• Applications of weak transport theory (2020) — 46 citations