David J. Prömel

Universität Mannheim - Mannheim / Germany

Natural Sciences / Mathematical Sciences

AD Scientific Index ID: 4445101

University of Mannheim

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David J. Prömel's MOST POPULAR ARTICLES

1-) Pathwise stochastic integrals for model free finance Bernoulli 22 (4), 2486-2520, 2016

2-) Pathwise superreplication via Vovk’s outer measure Finance and Stochastics 21, 1141-1166, 2017

3-) Martingale optimal transport duality Mathematische Annalen 379, 1685-1712, 2021

4-) Rough differential equations driven by signals in Besov spaces Journal of Differential Equations 260 (6), 5202-5249, 2016

5-) Local times for typical price paths and pathwise Tanaka formulas Electronic Journal of Probability 20 (46), 1-15, 2015

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