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Preprints

  1. A. Neufeld, A. Papapantoleon, Q. Xiang:
    Model-free bounds for multi-asset options using option-implied information and their exact computation.
    Preprint, 2020. [pdf]
  2. A. Papapantoleon, P. Yanez Sarmiento:
    Detection of arbitrage opportunities in multi-asset derivatives markets.
    Preprint, 2020. [pdf]
  3. K. Chrysafinos, E. H. Georgoulis, D. Plaka:
    A posteriori error estimates for the Allen–Cahn problem.
    Preprint, 2019. [pdf]
  4. M. Loulakis, M. G. Stamatakis:
    Generalized Young measures and the hydrodynamic limit of condensing zero range processes.
    Preprint, 2019. [pdf]
  5. E. H. Georgoulis:
    Hypocoercivity-compatible finite element methods for the long-time computation of Kolmogorov's equation.
    Preprint, 2018. [pdf]
  6. D. Bartl, M. Kupper, T. Lux, A. Papapantoleon, S. Eckstein (appendix):
    Marginal and dependence uncertainty: bounds, optimal transport, and sharpness.
    Preprint, 2017. [pdf]
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