I agree that this site is using cookies. You can find further informations here.
X
Backhoff-Veraguas, Julio
59  results:
Search for persons X
?
1

Dynamic Cournot-Nash equilibrium: the non-potential case:

Backhoff-Veraguas, Julio ; Zhang, Xin
Mathematics and Financial Economics.  17 (2022)  2 - p. 153-174 , 2022
Link: https://doi.org/10.1007/..
 
?
2

Bayesian learning with Wasserstein barycenters:

Backhoff-Veraguas, Julio ; Fontbona, Joaquin ; Rios, Gonzalo.
ESAIM: Probability and Statistics.  26 (2022)  - p. 436-472 , 2022
Link: https://doi.org/10.1051/..
 
?
3

Robust contracting in general contract spaces:

Backhoff-Veraguas, Julio ; Beissner, Patrick ; Horst, Ulrich
Economic Theory.  73 (2021)  4 - p. 917-945 , 2021
Link: https://doi.org/10.1007/..
 
?
4

All adapted topologies are equal:

Backhoff-Veraguas, Julio ; Bartl, Daniel ; Beiglböck, Mathias.
Probability Theory and Related Fields.  178 (2020)  3-4 - p. 1125-1172 , 2020
Link: https://doi.org/10.1007/..
 
?
5

MARTINGALE BENAMOU–BRENIER: A PROBABILISTIC PERSPECTIVE:

Backhoff-Veraguas, Julio ; Beiglböck, Mathias ; Huesmann, Martin.
The Annals of Probability.  48 (2020)  5 - p. 2258-2289 , 2020
Link: https://www.jstor.org/st..
 
?
6

NONEXPONENTIAL SANOV AND SCHILDER THEOREMS ON WIENER SPACE:..:

Backhoff-Veraguas, Julio ; Lacker, Daniel ; Tangpi, Ludovic
The Annals of Applied Probability.  30 (2020)  3 - p. 1321-1367 , 2020
Link: https://www.jstor.org/st..
 
?
7

Adapted Wasserstein distances and stability in mathematical..:

Backhoff-Veraguas, Julio ; Bartl, Daniel ; Beiglböck, Mathias.
Finance and Stochastics.  24 (2020)  3 - p. 601-632 , 2020
Link: https://doi.org/10.1007/..
 
?
8

On the dynamic representation of some time-inconsistent ris..:

Backhoff-Veraguas, Julio ; Tangpi, Ludovic
Mathematics and Financial Economics.  14 (2020)  3 - p. 433-460 , 2020
Link: https://doi.org/10.1007/..
 
?
9

Extended Mean Field Control Problems: Stochastic Maximum Pr..:

Acciaio, Beatrice ; Backhoff-Veraguas, Julio ; Carmona, René
SIAM Journal on Control and Optimization.  57 (2019)  6 - p. 3666-3693 , 2019
Link: https://doi.org/10.1137/..
 
?
10

A non‐linear monotonicity principle and applications to Sch..:

Backhoff‐Veraguas, Julio ; Beiglböck, Mathias ; Conforti, Giovanni
Bulletin of the London Mathematical Society.  54 (2022)  5 - p. 1998-2013 , 2022
Link: https://doi.org/10.1112/..
 
?
11

The Bass functional of martingale transport:

Backhoff-Veraguas, Julio ; Schachermayer, Walter ; Tschiderer, Bertram
http://arxiv.org/abs/2309.11181.  , 2023
Link: http://arxiv.org/abs/230..
 
?
12

The most exciting game:

Backhoff-Veraguas, Julio ; Beiglboeck, Mathias
http://arxiv.org/abs/2305.14037.  , 2023
Link: http://arxiv.org/abs/230..
 
?
13

The structure of martingale Benamou$-$Brenier in $\mathbb{R..:

Backhoff-Veraguas, Julio ; Beiglböck, Mathias ; Schachermayer, Walter.
http://arxiv.org/abs/2306.11019.  , 2023
Link: http://arxiv.org/abs/230..
 
?
14

On the specific relative entropy between martingale diffusi..:

Backhoff-Veraguas, Julio ; Unterberger, Clara
http://arxiv.org/abs/2207.03312.  , 2022
Link: http://arxiv.org/abs/220..
 
?
15

Adapted Wasserstein distance between the laws of SDEs:

Backhoff-Veraguas, Julio ; Källblad, Sigrid ; Robinson, Benjamin A
http://arxiv.org/abs/2209.03243.  , 2022
Link: http://arxiv.org/abs/220..
 
1-15