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researcher

Patrick Cheridito

46 papers hereh-index 375.2k citations93 works total

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

author position
  • first author30
  • middle author12
  • last author4

Across the 46 of 46 papers where every author was matched, so the position is known.

fields
  • math.PR11
  • math.NA9
  • cs.LG7
  • math.FA4
  • q-fin.TR3
  • q-fin.PM2

identity via Semantic Scholar / OpenAlex

activity
20042026
most citedDeep splitting method for parabolic PDEs

135 citations · 666 across the 42 of their papers we have counts for

collaborators
Showing 2019 · math.FAShow all

1 paper · 2 filters

math.FA2019★ 27 cited

Martingale optimal transport duality

Patrick Cheridito, Matti Kiiski, David J. Prömel +1

We obtain a dual representation of the Kantorovich functional defined for functions on the Skorokhod space using quotient sets. Our representation takes the form of a Choquet capac…

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