8 datasets found

International audience

This paper introduces a numerical method for the solution of the nonlinear elliptic Monge-Ampére equation. The boundary conditions correspond to the optimal...

We propose a robust, feature-preserving surface reconstruction algorithm which turns a point set with noise and outliers into a low triangle-count simplicial complex....

International audience

We consider the problem of superhedging under volatility uncertainty for an investor allowed to dynamically trade the underlying asset and statically trade European...

International audience

v2 adds a second proof of the estimate on the size of Wasserstein space, which is more elementary but less likely to generalize, as well as an example cited in the abstract....

International audience