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Gudmund Pammer
Gudmund Pammer
Verified email at math.ethz.ch - Homepage
Title
Cited by
Cited by
Year
Existence, duality, and cyclical monotonicity for weak transport costs
J Backhoff-Veraguas, M Beiglböck, G Pammer
Calculus of Variations and Partial Differential Equations 58 (6), 203, 2019
752019
Stability of martingale optimal transport and weak optimal transport
J Backhoff-Veraguas, G Pammer
The Annals of Applied Probability 32 (1), 721-752, 2022
51*2022
Designing universal causal deep learning models: The geometric (hyper) transformer
B Acciaio, A Kratsios, G Pammer
Mathematical Finance 34 (2), 671-735, 2024
26*2024
Applications of weak transport theory
J Backhoff-Veraguas, G Pammer
Bernoulli 28 (1), 370-394, 2022
252022
The Wasserstein space of stochastic processes
D Bartl, M Beiglböck, G Pammer
arXiv preprint arXiv:2104.14245, 2021
242021
Weak transport for non‐convex costs and model‐independence in a fixed‐income market
B Acciaio, M Beiglböck, G Pammer
Mathematical Finance 31 (4), 1423-1453, 2021
172021
Disease momentum: Estimating the reproduction number in the presence of superspreading
KD Johnson, M Beiglböck, M Eder, A Grass, J Hermisson, G Pammer, ...
Infectious Disease Modelling 6, 706-728, 2021
172021
Weak monotone rearrangement on the line
J Backhoff-Veraguas, M Beiglböck, G Pammer
Electronic Communications in Probability 25, 1-16, 2020
162020
Computational methods for adapted optimal transport
S Eckstein, G Pammer
The Annals of Applied Probability 34 (1A), 675-713, 2024
142024
Approximation of martingale couplings on the line in the adapted weak topology
M Beiglböck, B Jourdain, W Margheriti, G Pammer
Probability Theory and Related Fields 183 (1), 359-413, 2022
142022
A note on the adapted weak topology in discrete time
G Pammer
Electronic Communications in Probability 29, 1-13, 2024
92024
From Bachelier to Dupire via optimal transport
M Beiglböck, G Pammer, W Schachermayer
Finance and Stochastics 26, 59-84, 2022
82022
Stability of the weak martingale optimal transport problem
M Beiglböck, B Jourdain, W Margheriti, G Pammer
The Annals of Applied Probability 33 (6B), 5382-5412, 2023
72023
Stability of martingale optimal transport and weak optimal transport. arXiv e-prints, page
J Backhoff-Veraguas, G Pammer
arXiv preprint arXiv:1904.04171, 2019
62019
Existence, Uniqueness, and a Comparison of Nonintrusive Methods for the Stochastic Nonlinear Poisson--Boltzmann Equation
C Heitzinger, M Leumüller, G Pammer, S Rigger
SIAM/ASA Journal on Uncertainty Quantification 6 (3), 1019-1042, 2018
52018
A regularized Kellerer theorem in arbitrary dimension
G Pammer, BA Robinson, W Schachermayer
arXiv preprint arXiv:2210.13847, 2022
42022
Approximation of martingale couplings on the line in the weak adapted topology
M Beiglböck, B Jourdain, W Margheriti, G Pammer
arXiv preprint arXiv:2101.02517, 2021
42021
An extension of martingale transport and stability in robust finance
B Jourdain, G Pammer
Electronic Journal of Probability 29, 1-30, 2024
32024
Faking Brownian motion with continuous Markov martingales
M Beiglböck, G Lowther, G Pammer, W Schachermayer
Finance and Stochastics 28 (1), 259-284, 2024
32024
The Knothe-Rosenblatt distance and its induced topology
M Beiglböck, G Pammer, A Posch
arXiv preprint arXiv:2312.16515, 2023
32023
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Articles 1–20