Sigrid Källblad

According to our database, Sigrid Källblad authored at least 5 papers between 2017 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Computation of Robust Option Prices via Structured Multimarginal Martingale Optimal Transport.

Linn Engström, Sigrid Källblad, Johan Karlsson

SIAM J. Financial Math., 2025

2020

Black's Inverse Investment Problem and Forward Criteria with Consumption.

Sigrid Källblad

SIAM J. Financial Math., 2020

2018

Dynamically consistent investment under model uncertainty: the robust forward criteria.

Sigrid Källblad, Jan Oblój, Thaleia Zariphopoulou

Finance Stochastics, 2018

2017

Model-Independent Bounds for Asian Options: A Dynamic Programming Approach.

Alexander M. G. Cox, Sigrid Källblad

SIAM J. Control. Optim., 2017

Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals.

Sigrid Källblad

Finance Stochastics, 2017