Sigrid K\"allblad

Identifiers

• name variant Sigrid K\"allblad 0.60 · backfill

Papers (6)

1. Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod Embedding Problem math.PR · 2017 · author #4
2. Martingale Benamou--Brenier: a probabilistic perspective math.PR · 2017 · author #4
3. On the Black's equation for the risk tolerance function q-fin.PM · 2017 · author #1
4. A Dynamic Programming Principle for Distribution-Constrained Optimal Stopping math.OC · 2017 · author #1
5. Model-independent bounds for Asian options: a dynamic programming approach q-fin.PR · 2015 · author #2
6. Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals q-fin.PM · 2013 · author #1

Mentions

• 1507.02651 #2 · backfill · confidence 0.70 Sigrid K\"allblad
• 1311.7419 #1 · backfill · confidence 0.70 Sigrid K\"allblad

Frequent Coauthors

• Alexander M. G. Cox 2 shared papers
• Martin Huesmann 2 shared papers
• Mathias Beiglb\"ock 2 shared papers
• Julio Backhoff-Veraguas 1 shared papers
• Thaleia Zariphopoulou 1 shared papers