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Florian Stebegg
Florian Stebegg
PhD Student, Columbia University
E-mail confirmado em columbia.edu - Página inicial
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Citado por
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Canonical supermartingale couplings
M Nutz, F Stebegg
The Annals of Probability 46 (6), 3351-3398, 2018
402018
Multiperiod martingale transport
M Nutz, F Stebegg, X Tan
Stochastic Processes and their Applications 130 (3), 1568-1615, 2020
392020
Root to Kellerer
M Beiglböck, M Huesmann, F Stebegg
Séminaire de probabilités XLVIII, 1-12, 2016
372016
Fine properties of the optimal Skorokhod embedding problem
M Beiglböck, M Nutz, F Stebegg
Journal of the European Mathematical Society 24 (4), 1389-1429, 2021
272021
Model-independent pricing of Asian options via optimal martingale transport
F Stebegg
arXiv preprint arXiv:1412.1429, 2014
252014
The sharp constant for the Burkholder–Davis–Gundy inequality and non-smooth pasting
W Schachermayer, F Stebegg
92018
Monotonicity preserving transformations of MOT and SEP
M Huesmann, F Stebegg
Stochastic Processes and their Applications 128 (4), 1114-1134, 2018
92018
Robust pricing and hedging around the globe
S Herrmann, F Stebegg
The Annals of Applied Probability 29 (6), 3348-3386, 2019
72019
Liquidity provision with adverse selection and inventory costs
M Herdegen, J Muhle-Karbe, F Stebegg
Mathematics of Operations Research 48 (3), 1286-1315, 2023
62023
Climate change adaptation under heterogeneous beliefs
M Nutz, F Stebegg
Mathematics and Financial Economics 16 (3), 481-508, 2022
32022
Séminaire de Probabilités XLVIII
M Beiglböck, M Huesmann, F Stebegg, N Juillet, G Pagès, D Taguchi, ...
Springer 2168, 506, 2016
12016
Fine Properties of the Optimal Skorokhod Embedding Problem
M Nutz, F Stebegg
arXiv. org, 2020
2020
Linear Constraints in Optimal Transport
F Stebegg
Columbia University, 2019
2019
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Artigos 1–13