Publications

1. On a T1  Transport inequality for the adapted Wasserstein distance

Electronic Communications in Probability 31, 1-12 , 2026 [journal |arXiv]

2. The fast rate of convergence of the smooth adapted Wasserstein distance 

With Martin Larsson and Johannes Wiesel

Under revision, 2025 [arXiv]  

3. Bounding adapted Wasserstein metrics 

With Jose Blanchet, Martin Larsson and Johannes Wiesel

Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, to appear, 2026+ [arXiv]

4. On concentration of the empirical measure for radial transport costs 

With Martin Larsson and Johannes Wiesel 

Stochastic Processes and their Applications 178 (104466), 2024 [journal | arXiv]

5. Pricing and hedging short-maturity Asian options in local volatility models 

With Jaehyun Kim and Hyungbin Park

Pre-PhD research, 2019  [arXiv]