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Gudmund Pammer
Gudmund Pammer
Verified email at tugraz.at - 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
1202019
Stability of martingale optimal transport and weak optimal transport
J Backhoff-Veraguas, G Pammer
The Annals of Applied Probability 32 (1), 721-752, 2022
712022
The Wasserstein space of stochastic processes
D Bartl, M Beiglböck, G Pammer
Journal of the European Mathematical Society, 2024
622024
Applications of weak transport theory
J Backhoff-Veraguas, G Pammer
Bernoulli 28 (1), 370-394, 2022
572022
Designing universal causal deep learning models: The geometric (hyper) transformer
B Acciaio, A Kratsios, G Pammer
Mathematical Finance 34 (2), 671-735, 2024
55*2024
Computational methods for adapted optimal transport
S Eckstein, G Pammer
The Annals of Applied Probability 34 (1A), 675-713, 2024
522024
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
322021
Weak monotone rearrangement on the line
J Backhoff-Veraguas, M Beiglböck, G Pammer
Electronic Communications in Probability 25, 1-16, 2020
242020
Calibration of the bass local volatility model
B Acciaio, A Marini, G Pammer
SIAM Journal on Financial Mathematics 16 (3), 803-833, 2025
212025
A note on the adapted weak topology in discrete time
G Pammer
Electronic Communications in Probability 29, 1-13, 2024
212024
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
212022
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
182021
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
152023
The Knothe-Rosenblatt distance and its induced topology
M Beiglböck, G Pammer, A Posch
arXiv preprint arXiv:2312.16515, 2023
142023
Denseness of biadapted Monge mappings
M Beiglböck, G Pammer, S Schrott
Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 61 (1 …, 2025
132025
Multicausal transport: barycenters and dynamic matching
B Acciaio, D Kršek, G Pammer
SIAM Journal on Financial Mathematics 16 (3), 1104-1138, 2025
102025
An extension of martingale transport and stability in robust finance
B Jourdain, G Pammer
Electronic Journal of Probability 29, 1-30, 2024
102024
From Bachelier to Dupire via optimal transport
M Beiglböck, G Pammer, W Schachermayer
Finance and Stochastics 26 (1), 59-84, 2022
102022
A regularized Kellerer theorem in arbitrary dimension
G Pammer, BA Robinson, W Schachermayer
The Annals of Applied Probability 35 (2), 749-778, 2025
82025
Estimating barycenters of distributions with neural optimal transport
A Kolesov, P Mokrov, I Udovichenko, M Gazdieva, G Pammer, E Burnaev, ...
arXiv preprint arXiv:2402.03828, 2024
82024
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Articles 1–20