Daniel Bartl

Publication Activity (10 Years)

Years Active: 2022-2024
Publications (10 Years): 3

Top Topics

Sensitivity Analysis

Optimization Criteria

Finite Difference Method

Top Venues

SIAM J. Financial Math.

SIAM J. Control. Optim.

Publications

Daniel Bartl, Ariel Neufeld, Kyunghyun Park
Numerical method for nonlinear Kolmogorov PDEs via sensitivity analysis. CoRR (2024)
Daniel Bartl, Johannes Wiesel
Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance. SIAM J. Financial Math. 14 (2) (2023)
Daniel Bartl, Michael Kupper, Thibaut Lux, Antonis Papapantoleon, Stephan Eckstein
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness. SIAM J. Control. Optim. 60 (1) (2022)