G
Gudmund Pammer
Researcher at ETH Zurich
Publications - 31
Citations - 244
Gudmund Pammer is an academic researcher from ETH Zurich. The author has contributed to research in topics: Martingale (probability theory) & Mathematical finance. The author has an hindex of 5, co-authored 20 publications receiving 127 citations. Previous affiliations of Gudmund Pammer include University of Vienna.
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Existence, duality, and cyclical monotonicity for weak transport costs
TL;DR: In this article, the authors provide general existence and duality results for weak transport problems on arbitrary Polish spaces, as well as a necessary and sufficient optimality criterion in the spirit of cyclical monotonicity.
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Stability of martingale optimal transport and weak optimal transport.
TL;DR: In this paper, the authors give a positive answer and establish stability of the martingale transport problem, and they also apply to the weak transport problem introduced by Gozlan, Roberto, Samson and Tetali.
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Existence, Duality, and Cyclical monotonicity for weak transport costs
TL;DR: In this paper, the authors provide general existence and duality results for weak transport problems on arbitrary Polish spaces, as well as a necessary and sufficient optimality criterion in the spirit of cyclical monotonicity.
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Stability of martingale optimal transport and weak optimal transport
TL;DR: In this article, the authors showed that the martingale transport problem is stable under mild regularity assumptions and established the stability of the left curtain coupling established by Juillet, and they also proposed an unconventional topology which takes the temporal structure of martingales into account.
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Applications of weak transport theory
TL;DR: In this article, the authors recast several problems from different areas that can be recast in the framework of weak transport theory, such as the Schr\"odinger problem, the Brenier-Strassen theorem, optimal mechanism design, linear transfers and semimartingale transport.