Artigos com autorizações de acesso público - Mathias BeiglböckSaiba mais
54 artigos disponíveis publicamente
Model-independent bounds for option prices—a mass transport approach
M Beiglböck, P Henry-Labordere, F Penkner
Finance and Stochastics 17, 477-501, 2013
Autorizações: Austrian Science Fund
On a problem of optimal transport under marginal martingale constraints
M Beiglböck, N Juillet
Autorizações: Austrian Science Fund
A model‐free version of the fundamental theorem of asset pricing and the super‐replication theorem
B Acciaio, M Beiglböck, F Penkner, W Schachermayer
Mathematical Finance 26 (2), 233-251, 2016
Autorizações: Austrian Science Fund, European Commission, Vienna Science and Technology …
Optimal transport and Skorokhod embedding
M Beiglböck, AMG Cox, M Huesmann
Inventiones mathematicae 208, 327-400, 2017
Autorizações: Austrian Science Fund
Complete duality for martingale optimal transport on the line
M Beiglböck, M Nutz, N Touzi
Autorizações: US National Science Foundation, Austrian Science Fund
Adapted Wasserstein distances and stability in mathematical finance
J Backhoff-Veraguas, D Bartl, M Beiglböck, M Eder
Finance and Stochastics 24 (3), 601-632, 2020
Autorizações: Austrian Science Fund
Existence, duality, and cyclical monotonicity for weak transport costs
J Backhoff-Veraguas, M Beiglböck, G Pammer
Calculus of Variations and Partial Differential Equations 58 (6), 203, 2019
Autorizações: Austrian Science Fund
Causal transport in discrete time and applications
J Backhoff, M Beiglbock, Y Lin, A Zalashko
SIAM Journal on Optimization 27 (4), 2528-2562, 2017
Autorizações: Austrian Science Fund, European Commission
Optimal and better transport plans
M Beiglböck, M Goldstern, G Maresch, W Schachermayer
Journal of Functional Analysis 256 (6), 1907-1927, 2009
Autorizações: Austrian Science Fund
Sumset phenomenon in countable amenable groups
M Beiglböck, V Bergelson, A Fish
Advances in Mathematics 223 (2), 416-432, 2010
Autorizações: Austrian Science Fund
All adapted topologies are equal
J Backhoff-Veraguas, D Bartl, M Beiglböck, M Eder
Probability Theory and Related Fields 178, 1125-1172, 2020
Autorizações: Austrian Science Fund, Vienna Science and Technology Fund, Austria
Martingale Benamou–Brenier
J Backhoff-Veraguas, M Beiglböck, M Huesmann, S Källblad
The Annals of Probability 48 (5), 2258-2289, 2020
Autorizações: Austrian Science Fund, German Research Foundation, Vienna Science and …
A trajectorial interpretation of Doob’s martingale inequalities
B Acciaio, M Beiglböck, F Penkner, W Schachermayer, J Temme
Autorizações: Austrian Science Fund
A short proof of the Doob–Meyer theorem
M Beiglböck, W Schachermayer, B Veliyev
Stochastic Processes and their applications 122 (4), 1204-1209, 2012
Autorizações: Austrian Science Fund
Duality for Borel measurable cost functions
M Beiglböck, W Schachermayer
Transactions of the American Mathematical Society 363 (8), 4203-4224, 2011
Autorizações: Austrian Science Fund
Estimating processes in adapted Wasserstein distance
J Backhoff, D Bartl, M Beiglböck, J Wiesel
The Annals of Applied Probability 32 (1), 529-550, 2022
Autorizações: Austrian Science Fund, Vienna Science and Technology Fund, Austria
Monotone martingale transport plans and Skorokhod embedding
M Beiglböck, P Henry-Labordère, N Touzi
Stochastic Processes and their Applications 127 (9), 3005-3013, 2017
Autorizações: European Commission
Pathwise versions of the Burkholder–Davis–Gundy inequality
M Beiglböck, P Siorpaes
Autorizações: Austrian Science Fund
Pathwise superreplication via Vovk’s outer measure
M Beiglböck, AMG Cox, M Huesmann, N Perkowski, DJ Prömel
Finance and Stochastics 21, 1141-1166, 2017
Autorizações: Swiss National Science Foundation, Austrian Science Fund, German Research …
The Wasserstein space of stochastic processes
D Bartl, M Beiglböck, G Pammer
Journal of the European Mathematical Society, 2024
Autorizações: Austrian Science Fund
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