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Tongseok Lim / 임동석
Tongseok Lim / 임동석
Mitchell E. Daniels, Jr. School of Business, Purdue University
Verified email at purdue.edu - Homepage
Title
Cited by
Cited by
Year
Structure of optimal martingale transport plans in general dimensions
N Ghoussoub, YH Kim, T Lim
Annals of Probability. https://projecteuclid.org/euclid.aop/1544691619, 2019
982019
Dual attainment for the martingale transport problem
M Beiglböck, T Lim, J Obłój
Bernoulli. https://projecteuclid.org/euclid.bj/1560326422, 2019
372019
Robust pricing and hedging of options on multiple assets and its numerics
S Eckstein, G Guo, T Lim, J Obloj
SIAM Journal on Financial Mathematics. https://doi.org/10.1137/19M1286256, 2021
332021
Isodiametry, variance, and regular simplices from particle interactions
T Lim, RJ McCann
Archive for Rational Mechanics and Analysis. https://doi.org/10.1007/s00205 …, 2021
212021
Geometry of vectorial martingale optimal transportations and duality
T Lim
Mathematical Programming A. https://doi.org/10.1007/s10107-023-01954-4, 2023
19*2023
Optimal martingale transport between radially symmetric marginals in general dimensions
T Lim
Stochastic Processes and their Applications. https://doi.org/10.1016/j.spa …, 2019
182019
Optimal Brownian stopping when the source and target are radially symmetric distributions
N Ghoussoub, YH Kim, T Lim
SIAM Journal on Control and Optimization. https://doi.org/10.1137/19M1270513, 2020
112020
Classifying minimum energy states for interacting particles: Spherical Shells
C Davies, T Lim, RJ McCann
SIAM Journal on Applied Mathematics. https://doi.org/10.1137/21M1455309, 2022
102022
Geometrical bounds for the variance and recentered moments
T Lim, RJ McCann
Mathematics of Operations Research. https://doi.org/10.1287/moor.2021.1125, 2022
102022
Uniqueness and characterization of local minimizers for the interaction energy with mildly repulsive potentials
K Kang, HK Kim, T Lim, G Seo
Calculus of Variations and Partial Differential Equations. https://doi.org …, 2021
102021
Classifying minimum energy states for interacting particles: Regular Simplices
C Davis, T Lim, RJ McCann
Communications in Mathematical Physics. https://doi.org/10.1007/s00220-022 …, 2023
72023
Maximizing expected powers of the angle between pairs of points in projective space
T Lim, RJ McCann
Probability Theory and Related Fields. https://doi.org/10.1007/s00440-022 …, 2022
52022
On Fejes Tóth's conjectured maximizer for the sum of angles between lines
T Lim, RJ McCann
Applied Mathematics and Optimization. arxiv.org/abs/2007.08698. https://doi …, 2021
42021
On the cardinality of sets in Rd obeying a slightly obtuse angle bound
T Lim, RJ McCann
SIAM Journal on Discrete Mathematics. https://doi.org/10.1137/21M1403163, 2022
2*2022
A Hodge theoretic extension of Shapley axioms
T Lim
https://arxiv.org/abs/2106.15094, 2021
12021
Cooperative networks and f-Shapley value
T Lim
https://arxiv.org/abs/2203.06860, 2024
2024
Node classification in networks via simplicial interactions
E Koo, T Lim
https://arxiv.org/abs/2310.10114, 2023
2023
Geometry of vectorial martingale optimal transport and robust option pricing
JZG Hiew, T Lim, B Pass, MC de Souza
arXiv preprint arXiv:2309.04947, 2023
2023
Replication of financial derivatives under extreme market models given marginals
T Lim
https://arxiv.org/abs/2307.00807, 2023
2023
Optimal exercise decision of American options under model uncertainty
T Lim
https://arxiv.org/pdf/2310.14473.pdf, 2023
2023
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Articles 1–20