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Ariel Neufeld

41 papers hereh-index 171.2k citations51 works total

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

author position
  • sole author1
  • first author20
  • middle author9
  • last author11

Across the 41 of 41 papers where every author was matched, so the position is known.

fields
  • math.OC11
  • q-fin.MF10
  • math.PR7
  • math.NA5
  • q-fin.CP3
  • cs.LG2
same name
  • Ariel Neufeld — 14 papers, h 6
  • Ariel Neufeld — 11 papers, h 4
  • Ariel Neufeld — 4 papers, h 2
  • Ariel Neufeld — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122023
most citedDeep splitting method for parabolic PDEs

135 citations · 234 across the 30 of their papers we have counts for

collaborators
Showing 2012Show all

1 paper · 1 filter

q-fin.PR2012

Superreplication under Volatility Uncertainty for Measurable Claims

Ariel Neufeld, Marcel Nutz

We establish the duality-formula for the superreplication price in a setting of volatility uncertainty which includes the example of "random G-expectation." In contrast to previous…

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