4 papers
Finite-momentum coupling of Higgs and Bardasis--Schrieffer modes in superconductors with competing pairing channels
Samuel Awelewa, Yafis Barlas, Maxim Dzero
In superconductors with competing pairing channels, two well defined excitations exist below the pair-breaking edge: the Higgs mode of the condensed -wave channel and the Bardas…
Faster Algorithms for Multimarginal Optimal Transport
Brandon Augustino, Yue Sun, Atithi Acharya +4
We study algorithms for approximating the multimarginal optimal transport (MOT) distance, a generalization of the classic optimal transport distance, between discrete probabili…
SPX-VIX Risk Computations Via Perturbed Optimal Transport
Charlie Che, Hanxuan Lin, Yudong Yang +2
We propose a model independent framework for generating SPX and VIX risk scenarios based on a joint optimal transport calibration of their market smiles. Starting from the entropic…
Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation
Charlie Che, Tongseok Lim, Yue Sun
We establish dual attainment for the multimarginal, multi-asset martingale optimal transport (MOT) problem, a fundamental question in the mathematical theory of model-independent p…