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Daniel Krsek


Last Name

Krsek

First Name

Daniel

ORCID

0009-0001-6996-4874

Organisational unit

09728 - Possamaï, Dylan / Possamaï, Dylan

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Publications 1 - 2 of 2
  • Multicausal transport: barycenters and dynamic matching
    Item type: Journal Article
    Acciaio, Beatrice; Krsek, Daniel; Pammer, Gudmund (2025)
    SIAM Journal on Financial Mathematics
    We introduce a multivariate version of causal transport, which we name multicausal transport, involving several filtered processes among which causality constraints are imposed. Subsequently, we consider the barycenter problem for stochastic processes with respect to causal and bicausal optimal transport and study its connection to specific multicausal transport problems. Attainment and duality of the aforementioned problems are provided. As an application, we study a matching problem in a dynamic setting where agent types evolve over time. We link this to a causal barycenter problem and thereby show existence of equilibria.
  • On the Edge of Optimality: Of Couplings and Contracts
    Item type: Doctoral Thesis
    Krsek, Daniel (2025)
Publications 1 - 2 of 2