Conditional Analysis and a Principal-Agent Problem. - Julio Backhoff; Ulrich Horst (SIAM J. Financial Math., 2016)

Robust Utility Maximization without Model Compactness. - Julio D. Backhoff Veraguas; Joaquín Fontbona (SIAM J. Financial Math., 2016)

Causal Transport in Discrete Time and Applications. - Julio Backhoff; Mathias Beiglböck; Yiqing Lin; Anastasiia Zalashko (SIAM J. Optim., 2017)

Bayesian Learning with Wasserstein Barycenters. - Gonzalo Rios; Julio D. Backhoff Veraguas; Joaquín Fontbona; Felipe A. Tobar (CoRR, 2018)

Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective. - Beatrice Acciaio; Julio D. Backhoff Veraguas; René Carmona 001 (SIAM J. Control. Optim., 2019)

Cournot-Nash Equilibrium and Optimal Transport in a Dynamic Setting. - Beatrice Acciaio; Julio D. Backhoff Veraguas; Junchao Jia (SIAM J. Control. Optim., 2021)

Stochastic Control of Optimized Certainty Equivalents. - Julio D. Backhoff Veraguas; A. Max Reppen; Ludovic Tangpi (SIAM J. Financial Math., 2022)

The geometry of financial institutions - Wasserstein clustering of financial data. - Lorenz Riess; Mathias Beiglböck; Johannes Temme; Andreas Wolf; Julio Backhoff (CoRR, 2023)

Stochastic gradient descent for barycenters in Wasserstein space. - Julio Backhoff; Joaquín Fontbona; Gonzalo Rios; Felipe Tobar (J. Appl. Probab., 2025)