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researcher

Uwe Schmock

7 papers hereh-index 14624 citations37 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author3
  • last author4

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.PR3
  • q-fin.RM2
  • q-fin.CP1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedGeometry of Distribution-Constrained Optimal Stopping Problems

4 citations · 4 across the 5 of their papers we have counts for

collaborators
Showing 2016 · math.PRShow all

1 paper · 2 filters

math.PR2016★ 4 cited

Geometry of Distribution-Constrained Optimal Stopping Problems

Mathias Beiglboeck, Manu Eder, Christiane Elgert +1

We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.