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| | Preview | Authors / Editors | Title | Type | Issue Date |
| 1 | | Källblad, Sigrid | Optimal Skorokhod embedding given full marginals and application to the maximal reward function | Präsentation Presentation | 2018 |
| 2 | | Källblad, Sigrid | Stochastic control of measure-valued martingales with applications to robust pricing and Skorokhod embedding problems | Präsentation Presentation | 2018 |
| 3 | | Källblad, Sigrid | Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problem | Präsentation Presentation | 2018 |
| 4 | | Källblad, Sigrid | Measure-valued martingales and optimality of solutions to the Skorokhod embedding problem | Präsentation Presentation | 2018 |
| 5 | | Källblad, Sigrid | Model-independent pricing and Skorohod embeddings: a dynamic programming approach | Präsentation Presentation | 2018 |
| 6 | | Källblad, Sigrid | Stochastic Control of Measure-valued Martingales with applications to Model-independent Option Pricing | Präsentation Presentation | 2018 |
| 7 | | Källblad, Sigrid ; Obloj, J ; Zariphopoulou, T | Dynamically consistent investment under model uncertainty: the robust forward criteria | Artikel Article | 2018 |
| 8 | | Källblad, Sigrid | Probability measure-valued martingale | Präsentation Presentation | 2018 |
| 9 | | Källblad, Sigrid | Stochastic control of measure-valued martingales with applications to robust pricing and Skorokhod embedding problems | Präsentation Presentation | 2018 |
| 10 | | Källblad, Sigrid | Measure valued martingale in mathematical finance | Präsentation Presentation | 2018 |
| 11 | | Källblad, Sigrid | Model-independent bounds for Asian options: a dynamic programming approach | Konferenzbeitrag Inproceedings | 2018 |
| 12 | | Källblad, Sigrid | Measure-valued martingales and optimality of solutions to the Skorokhod embedding problem | Konferenzbeitrag Inproceedings | 2018 |
| 13 | | Källblad, Sigrid | Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problem | Präsentation Presentation | 2017 |
| 14 | | Källblad, Sigrid | Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problem | Präsentation Presentation | 2017 |
| 15 | | Källblad, Sigrid | A dynamic programming principle for distribution-constrained optimal stopping | Präsentation Presentation  | 2017 |
| 16 | | Källblad, Sigrid | Measure-valued martingales and optimality solutions to the Skorohod Embedding Problem | Präsentation Presentation | 2017 |
| 17 | | Källblad, Sigrid | A Dynamic Programming Principle for Distribution-Constrained Optimal Stopping | Präsentation Presentation | 2017 |
| 18 |  | Källblad, Sigrid | Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals | Article Artikel   | 2017 |
| 19 | | Källblad, Sigrid | A dynamic programming principle for distribution-constrained optimal stopping | Präsentation Presentation | 2017 |
| 20 | | Källblad, Sigrid | A dynamic programming approach to model-independent pricing and some related problems | Präsentation Presentation | 2017 |
