FEMO

Preprints

1. A. Neufeld, A. Papapantoleon, Q. Xiang:
   Model-free bounds for multi-asset options using option-implied information and their exact computation.
   Preprint, 2020. [pdf]
2. A. Papapantoleon, P. Yanez Sarmiento:
   Detection of arbitrage opportunities in multi-asset derivatives markets.
   Preprint, 2020. [pdf]
3. K. Chrysafinos, E. H. Georgoulis, D. Plaka:
   A posteriori error estimates for the Allen–Cahn problem.
   Preprint, 2019. [pdf]
4. M. Loulakis, M. G. Stamatakis:
   Generalized Young measures and the hydrodynamic limit of condensing zero range processes.
   Preprint, 2019. [pdf]
5. E. H. Georgoulis:
   Hypocoercivity-compatible finite element methods for the long-time computation of Kolmogorov's equation.
   Preprint, 2018. [pdf]
6. D. Bartl, M. Kupper, T. Lux, A. Papapantoleon, S. Eckstein (appendix):
   Marginal and dependence uncertainty: bounds, optimal transport, and sharpness.
   Preprint, 2017. [pdf]