Superreplication under volatility uncertainty for measurable claims A Neufeld, M Nutz | 100 | 2013 |

Deep splitting method for parabolic PDEs C Beck, S Becker, P Cheridito, A Jentzen, A Neufeld SIAM Journal on Scientific Computing 43 (5), A3135-A3154, 2021 | 84 | 2021 |

Nonlinear Lévy processes and their characteristics A Neufeld, M Nutz Transactions of the American Mathematical Society 369 (1), 69-95, 2017 | 83 | 2017 |

Robust utility maximization with Lévy processes A Neufeld, M Nutz Mathematical Finance 28 (1), 82-105, 2018 | 68 | 2018 |

Measurability of semimartingale characteristics with respect to the probability law A Neufeld, M Nutz Stochastic Processes and their Applications 124 (11), 3819-3845, 2014 | 57 | 2014 |

Forecasting directional movements of stock prices for intraday trading using LSTM and random forests P Ghosh, A Neufeld, JK Sahoo Finance Research Letters 46, 102280, 2022 | 44 | 2022 |

Strong error analysis for stochastic gradient descent optimization algorithms A Jentzen, B Kuckuck, A Neufeld, P von Wurstemberger IMA Journal of Numerical Analysis 41 (1), 455-492, 2021 | 33 | 2021 |

Affine processes under parameter uncertainty T Fadina, A Neufeld, T Schmidt Probability, uncertainty and quantitative risk 4, 1-35, 2019 | 28 | 2019 |

Robust utility maximization in discrete-time markets with friction A Neufeld, M Sikic SIAM Journal on Control and Optimization 56 (3), 1912-1937, 2018 | 27 | 2018 |

Pathwise superhedging on prediction sets D Bartl, M Kupper, A Neufeld Finance and Stochastics 24 (1), 215-248, 2020 | 22 | 2020 |

Super‐replication in fully incomplete markets Y Dolinsky, A Neufeld Mathematical Finance 28 (2), 483-515, 2018 | 19 | 2018 |

Compactness criterion for semimartingale laws and semimartingale optimal transport C Liu, A Neufeld Transactions of the American Mathematical Society 372 (1), 187-231, 2019 | 16 | 2019 |

Nonlocal Bertrand and Cournot Mean Field Games with General Nonlinear Demand Schedule P Jameson Graber, V Ignazio, A Neufeld Journal de Mathématiques Pures et Appliquées 148, 150-198, 2021 | 15 | 2021 |

Model-free bounds for multi-asset options using option-implied information and their exact computation A Neufeld, A Papapantoleon, Q Xiang Management Science, 2022 | 11 | 2022 |

Buy-and-hold property for fully incomplete markets when super-replicating markovian claims A Neufeld International Journal of Theoretical and Applied Finance 21 (08), 1850051, 2018 | 10 | 2018 |

Duality theory for robust utility maximisation D Bartl, M Kupper, A Neufeld Finance and Stochastics 25 (3), 469-503, 2021 | 9 | 2021 |

Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems C Beck, S Becker, P Cheridito, A Jentzen, A Neufeld arXiv preprint arXiv:2012.01194, 2020 | 9 | 2020 |

Stochastic integration and differential equations for typical paths D Bartl, M Kupper, A Neufeld | 7 | 2019 |

A note on asymptotic exponential arbitrage with exponentially decaying failure probability K Du, AD Neufeld Journal of Applied Probability 50 (3), 801-809, 2013 | 7 | 2013 |

Low-rank plus sparse decomposition of covariance matrices using neural network parametrization M Baes, C Herrera, A Neufeld, P Ruyssen IEEE Transactions on Neural Networks and Learning Systems, 2021 | 6 | 2021 |