Anastasiia Zalashko

Generating author description...

All published works

Action	Title	Year	Authors
+	Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization	2019	Beatrice Acciaio Julio Backhoff‐Veraguas Anastasiia Zalashko
+ PDF Chat	Causal Transport in Discrete Time and Applications	2017	Julio Backhoff‐Veraguas Mathias Beiglböck Yiqing Lin Anastasiia Zalashko
+	Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization	2016	Beatrice Acciaio Julio Backhoff‐Veraguas Anastasiia Zalashko
+	Causal transport in discrete time and applications	2016	Julio Backhoff‐Veraguas Mathias Beiglböck Yiqing Lin Anastasiia Zalashko
+	Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization	2016	Beatrice Acciaio Julio Backhoff‐Veraguas Anastasiia Zalashko
+	Causal transport in discrete time and applications	2016	Julio Backhoff‐Veraguas Mathias Beiglböck Yiqing Lin Anastasiia Zalashko

Common Coauthors

Coauthor	Papers Together
Julio Backhoff‐Veraguas	6
Yiqing Lin	3
Beatrice Acciaio	3
Mathias Beiglböck	3

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options	2014	Alfred Galichon Pierre Henry‐Labordère Nizar Touzi	4
+ PDF Chat	Model-independent bounds for option prices—a mass transport approach	2013	Mathias Beiglböck Pierre Henry‐Labordère Friedrich Penkner	4
+ PDF Chat	Duality for Borel measurable cost functions	2011	Mathias Beiglböck Walter Schachermayer	4
+	A Distance For Multistage Stochastic Optimization Models	2012	Georg Ch. Pflug Alois Pichler	3
+ PDF Chat	On the uniqueness of solutions of stochastic differential equations	1971	Toshio Yamada Shinzo Watanabe	3
+ PDF Chat	О задаче Монжа-Канторовича с дополнительными линейными ограничениями	2015	Danila Zaev	2
+	Weak and strong solutions of stochastic differential equations	1980	Jacod Jean	2
+	Transportation cost for Gaussian and other product measures	1996	Michel Talagrand	2
+ PDF Chat	Optimal transport and Skorokhod embedding	2016	Mathias Beiglböck Alexander M. G. Cox Martin Huesmann	2
+	A Characterization of the Knothe--Rosenblatt Processes by a Convergence Result	2012	Toshio Mikami	2
+	A land of monotone plenty.	2014	Mathias Beiglböck Claus Griessler	2
+ PDF Chat	The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities	2007	Thomas G. Kurtz	2
+ PDF Chat	Martingale optimal transport and robust hedging in continuous time	2013	Yan Dolinsky H. Meté Soner	2
+ PDF Chat	Convergence of values in optimal stopping and convergence of optimal stopping times	2007	François Coquet Sandrine Toldo	2
+ PDF Chat	Dynamic generation of scenario trees	2015	Georg Ch. Pflug Alois Pichler	2
+ PDF Chat	On the Monge–Kantorovich problem with additional linear constraints	2015	Danila Zaev	2
+ PDF Chat	Transportation cost-information inequalities and applications to random dynamical systems and diffusions	2004	Hacène Djellout Arnaud Guillin Liming Wu	2
+ PDF Chat	Monge-Kantorovitch Measure Transportation and Monge-Ampère Equation on Wiener Space	2003	Denis Feyel Ali Süleyman Üstünel	2
+	An optimality principle with applications in optimal transport	2014	Mathias Beiglböck Claus Griessler	2
+ PDF Chat	Contributions to the theory of convex bodies.	1957	Herbert Knothe	2
+ PDF Chat	The Wasserstein distance and approximation theorems	1985	Ludger Rüschendorf	2
+ PDF Chat	Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective	2019	Beatrice Acciaio Julio Backhoff‐Veraguas René Carmona	1
+ PDF Chat	Computation of Optimal Transport and Related Hedging Problems via Penalization and Neural Networks	2019	Stephan Eckstein Michael Kupper	1
+	Computational Optimal Transport: With Applications to Data Science	2019	Gabriel Peyré Marco Cuturi	1
+ PDF Chat	Semi-Martingales et Grossissement d’une Filtration	1980	Thierry Jeulin	1
+	Enlargement of Filtrations and Continuous Girsanov-Type Embeddings	2007	Stefan Ankirchner Steffen Dereich Peter Imkeller	1
+	Optimal Transport and Skorokhod Embedding	2013	Mathias Beiglboeck Alexander M. G. Cox Martin Huesmann	1
+	Large Deviations and Applications	2012	S. R. S. Varadhan	1
+ PDF Chat	Topics in Optimal Transportation	2003	Cédric Villani	1
+ PDF Chat	Girsanov Theory Under a Finite Entropy Condition	2012	Christian Léonard	1
+	Causal transference plans and their Monge-Kantorovich problems	2013	Rémi Lassalle	1
+	On general minimax theorems	1958	Maurice Sion	1
+ PDF Chat	Foundations of Modern Probability	2021	Olav Kallenberg	1
+ PDF Chat	Iterative Bregman Projections for Regularized Transportation Problems	2015	Jean‐David Benamou Guillaume Carlier Marco Cuturi Luca Nenna Gabriel Peyré	1
+	Weak and strong solutions of general stochastic models	2014	Thomas G. Kurtz	1
+ PDF Chat	Duality theorems for marginal problems	1984	Hans G. Kellerer	1
+ PDF Chat	The Shannon information of filtrations and the additional logarithmic utility of insiders	2006	Stefan Ankirchner Steffen Dereich Peter Imkeller	1
+	Grossissement initial, hypothese (H′) et theoreme de Girsanov	1985	Jean Jacod	1
+	Sur l'approximation des réduites	1990	Damien Lamberton Gilles Pagès	1
+ PDF Chat	Треугольные преобразования мер	2005	В. И. Богачев В. И. Богачев Александр Викторович Колесников Александр Викторович Колесников Кирилл Владимирович Медведев Кирилл Владимирович Медведев	1
+	Causal transport in discrete time and applications	2016	Julio Backhoff‐Veraguas Mathias Beiglböck Yiqing Lin Anastasiia Zalashko	1
+ PDF Chat	Projections, Pseudo-Stopping Times and the Immersion Property	2016	Anna Aksamit Libo Li	1
+ PDF Chat	On a Wasserstein-type distance between solutions to stochastic differential equations	2019	Jocelyne Bion–Nadal Denis Talay	1
+ PDF Chat	Computational Optimal Transport	2019	Gabriel Peyré Marco Cuturi	1
+ PDF Chat	Causal Transport in Discrete Time and Applications	2017	Julio Backhoff‐Veraguas Mathias Beiglböck Yiqing Lin Anastasiia Zalashko	1
+ PDF Chat	Characterization of a class of weak transport-entropy inequalities on the line	2018	Nathaël Gozlan Cyril Roberto Paul-Marie Samson Yan Shu Prasad Tetali	1