Tongseok Lim

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All published works

Action	Title	Year	Authors
+ PDF Chat	Monotone Curve Estimation via Convex Duality	2025	Tongseok Lim Kyeongsik Nam Jeong L. Sohn
+ PDF Chat	Node Classification in Networks via Simplicial Interactions	2025	Eunho Koo Tongseok Lim
+ PDF Chat	Maximal Monotonicity and Cyclic Involutivity of Multiconjugate Convex Functions	2023	Tongseok Lim
+ PDF Chat	Geometry of vectorial martingale optimal transportations and duality	2023	Tongseok Lim
+	Replication of financial derivatives under extreme market models given marginals	2023	Tongseok Lim
+	Geometry of vectorial martingale optimal transport and robust option pricing	2023	Joshua Zoen-Git Hiew Tongseok Lim Brendan Pass Marcelo Cruz de Souza
+	Node classification in networks via simplicial interactions	2023	Eunho Koo Tongseok Lim
+	Optimal exercise decision of American options under model uncertainty	2023	Tongseok Lim
+ PDF Chat	Classifying Minimum Energy States for Interacting Particles: Regular Simplices	2022	Cameron Davies Tongseok Lim Robert J. McCann
+ PDF Chat	Classifying Minimum Energy States for Interacting Particles: Spherical Shells	2022	Cameron Davies Tongseok Lim Robert J. McCann
+	On the Cardinality of Sets in $R^d$ Obeying a Slightly Obtuse Angle Bound	2022	Tongseok Lim Robert J. McCann
+ PDF Chat	Maximizing expected powers of the angle between pairs of points in projective space	2022	Tongseok Lim Robert J. McCann
+ PDF Chat	Hodge Theoretic Reward Allocation for Generalized Cooperative Games on Graphs	2022	Tongseok Lim
+	Hodge allocation for cooperative rewards: a generalization of Shapley's cooperative value allocation theory via Hodge theory on graphs	2022	Tongseok Lim
+	Stochastic integral representation of solutions to Hodge theoretic Poisson's equations on graphs, and cooperative value allocation of Shapley and Nash	2022	Tongseok Lim
+	Maximal monotonicity and cyclic involutivity of multi-conjugate convex functions	2022	Tongseok Lim
+	Classifying minimum energy states for interacting particles (II) -- regular simplices	2021	Cameron Davies Tongseok Lim Robert J. McCann
+	Classifying minimum energy states for interacting particles (I) -- spherical shells	2021	Cameron Davies Tongseok Lim Robert J. McCann
+	A Hodge theoretic extension of Shapley axioms.	2021	Tongseok Lim
+ PDF Chat	Publisher Correction to: Isodiametry, Variance, and Regular Simplices from Particle Interactions	2021	Tongseok Lim Robert J. McCann
+ PDF Chat	Geometrical Bounds for Variance and Recentered Moments	2021	Tongseok Lim Robert J. McCann
+ PDF Chat	Isodiametry, Variance, and Regular Simplices from Particle Interactions	2021	Tongseok Lim Robert J. McCann
+ PDF Chat	On Fejes Tóth’s Conjectured Maximizer for the Sum of Angles Between Lines	2021	Tongseok Lim Robert J. McCann
+ PDF Chat	Uniqueness and characterization of local minimizers for the interaction energy with mildly repulsive potentials	2021	Kyungkeun Kang Hwa Kil Kim Tongseok Lim Geuntaek Seo
+ PDF Chat	Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics	2021	Stephan Eckstein Gaoyue Guo Tongseok Lim Jan Obłój
+ PDF Chat	A Hodge theoretic extension of Shapley axioms	2021	Tongseok Lim
+	Classifying minimum energy states for interacting particles: Regular simplices	2021	Cameron Davies Tongseok Lim Robert J. McCann
+	Classifying minimum energy states for interacting particles: Spherical Shells	2021	Cameron Davies Tongseok Lim Robert J. McCann
+	Hodge theoretic reward allocation for generalized cooperative games on graphs	2021	Tongseok Lim
+	A Hodge theoretic extension of Shapley axioms	2021	Tongseok Lim
+	On the cardinality of sets in ${\bf R}^d$ obeying a slightly obtuse angle bound	2020	Tongseok Lim Robert J. McCann
+	On the cardinality of sets in ${\bf R}^d$ obeying a (possibly slightly obtuse) angle bound	2020	Tongseok Lim Robert J. McCann
+	Maximizing powers of the angle between pairs of points in projective space	2020	Tongseok Lim Robert J. McCann
+	Geometrical bounds for the variance and recentered moments	2020	Tongseok Lim Robert J. McCann
+ PDF Chat	Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions	2020	Nassif Ghoussoub Young‐Heon Kim Tongseok Lim
+	On the cardinality of sets in ${\bf R}^d$ obeying a slightly obtuse angle bound	2020	Tongseok Lim Robert J. McCann
+	Maximizing expected powers of the angle between pairs of points in projective space	2020	Tongseok Lim Robert J. McCann
+	Geometrical bounds for the variance and recentered moments	2020	Tongseok Lim Robert J. McCann
+	Robust pricing and hedging of options on multiple assets and its numerics.	2019	Stephan Eckstein Gaoyue Guo Tongseok Lim Jan Obłój
+	Isodiametry, variance, and regular simplices from particle interactions.	2019	Tongseok Lim Robert J. McCann
+	Optimal Brownian stopping when the source and target are radially symmetric distributions	2019	Nassif Ghoussoub Young‐Heon Kim Tongseok Lim
+	Optimal martingale transport between radially symmetric marginals in general dimensions	2019	Tongseok Lim
+ PDF Chat	Dual attainment for the martingale transport problem	2019	Mathias Beiglböck Tongseok Lim Jan Obłój
+	Uniqueness and characterization of local minimizers for the interaction energy with mildly repulsive potentials	2019	Kyungkeun Kang Hwa Kil Kim Tongseok Lim Geuntaek Seo
+	Optimal Brownian stopping when the source and target are radially symmetric distributions	2019	Nassif Ghoussoub Young‐Heon Kim Tongseok Lim
+	Robust pricing and hedging of options on multiple assets and its numerics	2019	Stephan Eckstein Gaoyue Guo Tongseok Lim Jan Obłój
+	Isodiametry, variance, and regular simplices from particle interactions	2019	Tongseok Lim Robert J. McCann
+ PDF Chat	Structure of optimal martingale transport plans in general dimensions	2018	Nassif Ghoussoub Young‐Heon Kim Tongseok Lim
+	Optimal Brownian Stopping between radially symmetric marginals in general dimensions	2017	Nassif Ghoussoub Young‐Heon Kim Tongseok Lim
+	Dual attainment for the martingale transport problem	2017	Mathias Beiglboeck Tongseok Lim Jan Obłój
+	Optimal Brownian Stopping between radially symmetric marginals in general dimensions	2017	Nassif Ghoussoub Young‐Heon Kim Tongseok Lim
+	Dual attainment for the martingale transport problem	2017	Mathias Beiglboeck Tongseok Lim Jan Obłój
+	Multi-martingale optimal transport	2016	Tongseok Lim
+	Geometry of multi-marginal martingale optimal transportations and duality	2016	Tongseok Lim
+	Optimal martingale transport between radially symmetric marginals in general dimensions	2016	Tongseok Lim
+	On the structure of optimal martingale transport in higher dimensions	2016	Tongseok Lim
+	Geometry of vectorial martingale optimal transportations and duality	2016	Tongseok Lim
+	Structure of optimal martingale transport plans in general dimensions	2015	Nassif Ghoussoub Young‐Heon Kim Tongseok Lim
+	Structure of optimal martingale transport plans in general dimensions	2015	Nassif Ghoussoub Young‐Heon Kim Tongseok Lim

Common Coauthors

Coauthor	Papers Together
Robert J. McCann	21
Young‐Heon Kim	8
Nassif Ghoussoub	8
Jan Obłój	6
Cameron Davies	4
Gaoyue Guo	3
Stephan Eckstein	3
Cameron Davies	2
Hwa Kil Kim	2
Eunho Koo	2
Mathias Beiglboeck	2
Kyungkeun Kang	2
Geuntaek Seo	2
Joshua Zoen-Git Hiew	1
Brendan Pass	1
Kyeongsik Nam	1
Jeong L. Sohn	1
Mathias Beiglböck	1
Marcelo Cruz de Souza	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Martingale optimal transport and robust hedging in continuous time	2013	Yan Dolinsky H. Meté Soner	13
+ 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	12
+	Geometry of minimizers for the interaction energy with mildly repulsive potentials	2016	José A. Carrillo Alessio Figalli Francesco S. Patacchini	12
+	On a problem of optimal transport under marginal martingale constraints	2016	Mathias Beiglböck Nicolas Juillet	11
+ PDF Chat	Optimal transport and Skorokhod embedding	2016	Mathias Beiglböck Alexander M. G. Cox Martin Huesmann	11
+ PDF Chat	The Existence of Probability Measures with Given Marginals	1965	Volker Strassen	11
+ PDF Chat	Model-independent bounds for option prices—a mass transport approach	2013	Mathias Beiglböck Pierre Henry‐Labordère Friedrich Penkner	11
+ PDF Chat	Topics in Optimal Transportation	2003	Cédric Villani	10
+	Complete duality for martingale optimal transport on the line	2017	Mathias Beiglböck Marcel Nutz Nizar Touzi	10
+ PDF Chat	The geometry of optimal transportation	1996	Wilfrid Gangbo Robert J. McCann	10
+ PDF Chat	Explicit equilibrium solutions for the aggregation equation with power-law potentials	2016	José A. Carrillo Yanghong Huang	10
+ PDF Chat	Structure of optimal martingale transport plans in general dimensions	2018	Nassif Ghoussoub Young‐Heon Kim Tongseok Lim	9
+ PDF Chat	Robust price bounds for the forward starting straddle	2014	David Hobson Martin Klimmek	9
+ PDF Chat	Dimensionality of Local Minimizers of the Interaction Energy	2013	D. Balagué José A. Carrillo Thomas Laurent Gaël Raoul	9
+	Swarm dynamics and equilibria for a nonlocal aggregation model	2011	Razvan C. Fetecau Yanghong Huang Théodore Kolokolnikov	8
+ PDF Chat	Equilibria of biological aggregations with nonlocal repulsive–attractive interactions	2012	Razvan C. Fetecau Yanghong Huang	8
+ PDF Chat	Ring patterns and their bifurcations in a nonlocal model of biological swarms	2015	Andrea L. Bertozzi Théodore Kolokolnikov Hui Sun David Uminsky James von Brecht	8
+ PDF Chat	Uniqueness and radial symmetry of minimizers for a nonlocal variational problem	2019	Orlando Lopes	8
+	Existence of optimal transport maps for crystalline norms	2004	Luigi Ambrosio Bernd Kirchheim Aldo Pratelli	8
+ PDF Chat	On minimizers of interaction functionals with competing attractive and repulsive potentials	2014	Razvan C. Fetecau Ihsan Topaloglu Rustum Choksi	8
+ PDF Chat	On the Monge–Kantorovich problem with additional linear constraints	2015	Danila Zaev	7
+ PDF Chat	Stability and clustering of self-similar solutions of aggregation equations	2012	Hui Sun David Uminsky Andrea L. Bertozzi	7
+ PDF Chat	Uniqueness and characterization of local minimizers for the interaction energy with mildly repulsive potentials	2021	Kyungkeun Kang Hwa Kil Kim Tongseok Lim Geuntaek Seo	6
+ PDF Chat	On the strong attraction limit for a class of nonlocal interaction energies	2020	Almut Burchard Rustum Choksi Elias Hess-Childs	6
+	Martingale optimal transport in the Skorokhod space	2015	Yan Dolinsky H. Meté Soner	6
+ PDF Chat	The Monge Problem for Distance Cost in Geodesic Spaces	2013	Stefano Bianchini Fabio Cavalletti	6
+	Polar factorization and monotone rearrangement of vector‐valued functions	1991	Yann Brenier	6
+ PDF Chat	A Nonlocal Continuum Model for Biological Aggregation	2006	Chad M. Topaz Andrea L. Bertozzi Mark A. Lewis	6
+ PDF Chat	Nonlocal Shape Optimization via Interactions of Attractive and Repulsive Potentials	2018	Almut Burchard Rustum Choksi Ihsan Topaloglu	6
+ PDF Chat	Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates	2003	José A. Carrillo Robert J. McCann Cédric Villani	6
+ PDF Chat	STABLE STATIONARY STATES OF NON-LOCAL INTERACTION EQUATIONS	2010	Klemens Fellner Gaël Raoul	6
+ PDF Chat	Nonlocal interactions by repulsive–attractive potentials: Radial ins/stability	2012	D. Balagué José A. Carrillo Thomas Laurent Gaël Raoul	6
+ PDF Chat	Isodiametry, Variance, and Regular Simplices from Particle Interactions	2021	Tongseok Lim Robert J. McCann	6
+ PDF Chat	A "liquid-solid" phase transition in a simple model for swarming, based on the "no flat-spots" theorem for subharmonic functions	2018	Rupert L. Frank Élliott H. Lieb	6
+	Monotone martingale transport plans and Skorokhod embedding	2017	Mathias Beiglböck Pierre Henry‐Labordère Nizar Touzi	5
+ PDF Chat	Nonlinear aggregation-diffusion equations: radial symmetry and long time asymptotics	2019	José A. Carrillo Sabine Hittmeir Bruno Volzone Yao Yao	5
+ PDF Chat	Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints	2016	Gaoyue Guo Xiaolu Tan Nizar Touzi	5
+	A non-local model for a swarm	1999	Alexander Mogilner Leah Edelstein‐Keshet	5
+ PDF Chat	One-dimensional kinetic models of granular flows	2000	Giuseppe Toscani	5
+	Ueber die kleinste Kugel, die eine räumliche Figur einschliesst.	1901	Heinrich W. E. Jung	5
+ PDF Chat	Duality theorems for marginal problems	1984	Hans G. Kellerer	5
+	Cardinality estimation of support of the global minimizer for the interaction energy with mildly repulsive potentials	2019	Kyungkeun Kang Hwa Kil Kim Geuntaek Seo	5
+ PDF Chat	Reverse Hardy–Littlewood–Sobolev inequalities	2019	José A. Carrillo Matías G. Delgadino Jean Dolbeault Rupert L. Frank Franca Hoffmann	4
+ PDF Chat	Hodge decomposition and the Shapley value of a cooperative game	2018	Ari Stern Alexander Tettenhorst	4
+	Gradient Flows: In Metric Spaces and in the Space of Probability Measures	2005	Luigi Ambrosio Nicola Gigli Giuseppe Savaré	4
+	Hodge Laplacians on Graphs	2020	Lek‐Heng Lim	4
+ PDF Chat	From Nash to Cournot–Nash equilibria via the Monge–Kantorovich problem	2014	Adrien Blanchet Guillaume Carlier	4
+ PDF Chat	Formation of clumps and patches in self-aggregation of finite-size particles	2006	Darryl D. Holm Vakhtang Putkaradze	4
+ PDF Chat	Uniqueness and Nonuniqueness of Steady States of <scp>Aggregation‐Diffusion</scp> Equations	2020	Matías G. Delgadino Xukai Yan Yao Yao	4
+ PDF Chat	Flows and Decompositions of Games: Harmonic and Potential Games	2011	Ozan Candogan Ishai Menache Asuman Ozdaglar Pablo A. Parrilo	4