Model-Free Price Bounds Under Dynamic Option Trading. - Ariel Neufeld; Julian Sester (SIAM J. Financial Math., 2021)

Markov Decision Processes under Model Uncertainty. - Ariel Neufeld; Julian Sester; Mario Sikic (CoRR, 2022)

Neural networks can detect model-free static arbitrage strategies. - Ariel Neufeld; Julian Sester (CoRR, 2023)

A Deep Learning Approach to Data-Driven Model-Free Pricing and to Martingale Optimal Transport. - Ariel Neufeld; Julian Sester (IEEE Trans. Inf. Theory, 2023)

Robust Q-learning algorithm for Markov decision processes under Wasserstein uncertainty. - Ariel Neufeld; Julian Sester (Autom., 2024)

Robust Q-Learning for finite ambiguity sets. - Cécile Decker; Julian Sester (CoRR, 2024)

Detecting Data-Driven Robust Statistical Arbitrage Strategies with Deep Neural Networks. - Ariel Neufeld; Julian Sester; Daiying Yin (SIAM J. Financial Math., 2024)

Bounding the difference between the values of robust and non-robust Markov decision problems. - Ariel Neufeld; Julian Sester (J. Appl. Probab., 2025)

Distributionally Robust Deep Q-Learning. - Chung I Lu; Julian Sester; Aijia Zhang (CoRR, 2025)