| Martingale Benamou–Brenier J Backhoff-Veraguas, M Beiglböck, M Huesmann, S Källblad The Annals of Probability 48 (5), 2258-2289, 2020 | 75 | 2020 |
| Optimal Skorokhod embedding given full marginals and Azéma–Yor peacocks S Källblad, X Tan, N Touzi | 54 | 2017 |
| Dynamically consistent investment under model uncertainty: the robust forward criteria S Källblad, J Obłój, T Zariphopoulou Finance and Stochastics 22 (4), 879-918, 2018 | 41* | 2018 |
| Model-independent bounds for Asian options: a dynamic programming approach AMG Cox, S Källblad SIAM Journal on Control and Optimization 55 (6), 3409-3436, 2017 | 22 | 2017 |
| Black's inverse investment problem and forward criteria with consumption S Kallblad SIAM Journal on Financial Mathematics 11 (2), 494-525, 2020 | 20* | 2020 |
| Controlled measure-valued martingales: a viscosity solution approach AMG Cox, S Källblad, M Larsson, S Svaluto-Ferro The Annals of Applied Probability 34 (2), 1987-2035, 2024 | 18 | 2024 |
| Qualitative analysis of optimal investment strategies in log-normal markets S Kallblad, T Zariphopoulou Available at SSRN 2373587, 2014 | 13 | 2014 |
| Risk-and ambiguity-averse portfolio optimization with quasiconcave utility functionals S Källblad Finance and Stochastics 21, 397-425, 2017 | 10* | 2017 |
| Adapted Wasserstein distance between the laws of SDEs J Backhoff-Veraguas, S Källblad, BA Robinson arXiv preprint arXiv:2209.03243, 2022 | 9 | 2022 |
| A dynamic programming principle for distribution-constrained optimal stopping S Källblad arXiv preprint arXiv:1703.08534, 2017 | 8 | 2017 |
| Measure-valued martingales and optimality of bass-type solutions to the Skorokhod embedding problem M Beiglböck, AMG Cox, M Huesmann, S Källblad arXiv preprint arXiv:1708.07071, 2017 | 7 | 2017 |
| On the Black's equation for the risk tolerance function S Källblad, T Zariphopoulou arXiv preprint arXiv:1705.07472, 2017 | 7* | 2017 |
| A dynamic programming approach to distribution-constrained optimal stopping S Källblad The Annals of Applied Probability 32 (3), 1902-1928, 2022 | 6 | 2022 |
| Topics in portfolio choice: qualitative properties, time consistency and investment under model uncertainty S Källblad Oxford University, UK, 2014 | 6 | 2014 |
| Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport L Engström, S Källblad, J Karlsson arXiv preprint arXiv:2406.09959, 2024 | | 2024 |
| Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problem S Källblad | | 2018 |
| Stochastic control of measure-valued martingales with applications to robust pricing and Skorokhod embedding problems S Källblad | | 2018 |
| Probability measure-valued martingale S Källblad | | 2018 |
| Stochastic Control of Measure-valued Martingales with applications to Model-independent Option Pricing S Källblad | | 2018 |
| Model-independent pricing and Skorohod embeddings: a dynamic programming approach S Källblad | | 2018 |
