Thibaut Lux

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Papers (3)

1. Marginal and dependence uncertainty: bounds, optimal transport, and sharpness math.PR · 2017 · author #3
2. Model-free bounds on Value-at-Risk using extreme value information and statistical distances q-fin.RM · 2016 · author #1
3. Improved Fr\'echet$-$Hoeffding bounds on $d$-copulas and applications in model-free finance math.PR · 2016 · author #1

Mentions

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Frequent Coauthors

• Antonis Papapantoleon 3 shared papers
• Daniel Bartl 1 shared papers
• Michael Kupper 1 shared papers
• Stephan Eckstein (appendix) 1 shared papers