Julio Backhoff Veraguas

Identifiers

• name variant Julio Backhoff Veraguas 0.60 · backfill

Papers (5)

1. Fundamental Properties of Process Distances math.OC · 2017 · author #1
2. Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization math.PR · 2016 · author #2
3. On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration math.OC · 2016 · author #1
4. Causal transport in discrete time and applications math.OC · 2016 · author #1
5. Sensitivity analysis for expected utility maximization in incomplete Brownian market models q-fin.MF · 2015 · author #1

Mentions

• 1504.02734 #1 · backfill · confidence 0.70 Julio Backhoff Veraguas

Frequent Coauthors

• Anastasiia Zalashko 2 shared papers
• Mathias Beiglb\"ock 2 shared papers
• Alois Pichler 1 shared papers
• Beatrice Acciaio 1 shared papers
• Francisco Silva 1 shared papers
• Ludovic Tangpi 1 shared papers
• Manu Eder 1 shared papers
• Yiqing Lin 1 shared papers