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 | 102 | 2019 |
Dual attainment for the martingale transport problem M Beiglböck, T Lim, J Obłój Bernoulli. https://projecteuclid.org/euclid.bj/1560326422, 2019 | 37 | 2019 |
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 | 36 | 2021 |
Geometry of vectorial martingale optimal transportations and duality T Lim Mathematical Programming A. https://doi.org/10.1007/s10107-023-01954-4, 2024 | 22* | 2024 |
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 | 22 | 2021 |
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 | 17 | 2019 |
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 | 16 | 2022 |
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 | 14 | 2020 |
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 | 12 | 2023 |
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 | 12 | 2022 |
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 | 11 | 2021 |
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 | 6 | 2022 |
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 | 5 | 2021 |
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 |
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 | 1 | 2023 |
Maximal monotonicity and cyclic involutivity of multiconjugate convex functions T Lim SIAM Journal on Optimization. https://doi.org/10.1137/23M1549201, 2023 | 1 | 2023 |
A Hodge theoretic extension of Shapley axioms T Lim https://arxiv.org/abs/2106.15094, 2021 | 1 | 2021 |
Cooperative networks and Hodge-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 |
Replication of financial derivatives under extreme market models given marginals T Lim https://arxiv.org/abs/2307.00807, 2023 | | 2023 |