Searched for: subject%3A%22sharpness%255C%2Bof%255C%2Bbounds%22
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Bartl, Daniel (author), Kupper, Michael (author), Lux, Thibaut (author), Papapantoleon, A. (author)
Motivated by applications in model-free finance and quantitative risk management, we consider Frechet classes of multivariate distribution functions where additional information on the joint distribution is assumed, while uncertainty in the marginals is also possible. We derive optimal transport duality results for these Frechet classes that...
journal article 2022
Frey, D. (author), Nieraeth, Z. (author)
We consider operators T satisfying a sparse domination property (Formula presented.)with averaging exponents (Formula presented.). We prove weighted strong type boundedness for (Formula presented.) and use new techniques to prove weighted weak type (Formula presented.) boundedness with quantitative mixed (Formula presented.)–(Formula...
journal article 2018