Canonical supermartingale couplings M Nutz, F Stebegg The Annals of Probability 46 (6), 3351-3398, 2018 | 40 | 2018 |
Multiperiod martingale transport M Nutz, F Stebegg, X Tan Stochastic Processes and their Applications 130 (3), 1568-1615, 2020 | 39 | 2020 |
Root to Kellerer M Beiglböck, M Huesmann, F Stebegg Séminaire de probabilités XLVIII, 1-12, 2016 | 37 | 2016 |
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 | 27 | 2021 |
Model-independent pricing of Asian options via optimal martingale transport F Stebegg arXiv preprint arXiv:1412.1429, 2014 | 25 | 2014 |
The sharp constant for the Burkholder–Davis–Gundy inequality and non-smooth pasting W Schachermayer, F Stebegg | 9 | 2018 |
Monotonicity preserving transformations of MOT and SEP M Huesmann, F Stebegg Stochastic Processes and their Applications 128 (4), 1114-1134, 2018 | 9 | 2018 |
Robust pricing and hedging around the globe S Herrmann, F Stebegg The Annals of Applied Probability 29 (6), 3348-3386, 2019 | 7 | 2019 |
Liquidity provision with adverse selection and inventory costs M Herdegen, J Muhle-Karbe, F Stebegg Mathematics of Operations Research 48 (3), 1286-1315, 2023 | 6 | 2023 |
Climate change adaptation under heterogeneous beliefs M Nutz, F Stebegg Mathematics and Financial Economics 16 (3), 481-508, 2022 | 3 | 2022 |
Séminaire de Probabilités XLVIII M Beiglböck, M Huesmann, F Stebegg, N Juillet, G Pagès, D Taguchi, ... Springer 2168, 506, 2016 | 1 | 2016 |
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 |