Mathias Beiglböck

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Julio Backhoff VeraguasUniversity of ViennaPreverjeni e-poštni naslov na univie.ac.at
Walter SchachermayerFakultät für Mathematik, Universität WienPreverjeni e-poštni naslov na univie.ac.at
Gudmund PammerGraz University of TechnologyPreverjeni e-poštni naslov na tugraz.at
Martin HuesmannUniversität MünsterPreverjeni e-poštni naslov na uni-muenster.de
Alexander CoxUniversity of BathPreverjeni e-poštni naslov na bath.ac.uk
Daniel BartlUniversity of ViennaPreverjeni e-poštni naslov na univie.ac.at
Jitka PolechovaUniversity of ViennaPreverjeni e-poštni naslov na univie.ac.at
Beatrice AcciaioProfessor, ETH ZurichPreverjeni e-poštni naslov na math.ethz.ch
Marcel NutzDepartment of Statistics, Columbia UniversityPreverjeni e-poštni naslov na columbia.edu
TOUZI NizarEcole PolytechniquePreverjeni e-poštni naslov na polytechnique.edu
Pietro SiorpaesImperial College LondonPreverjeni e-poštni naslov na imperial.ac.uk
Martin GoldsternProfessor of Mathematics, Vienna University of TechnologyPreverjeni e-poštni naslov na tuwien.ac.at
Pavel PayneCEITECPreverjeni e-poštni naslov na ceitec.muni.cz
Yiqing LINCMAP, École PolytechniquePreverjeni e-poštni naslov na polytechnique.edu
Alexander FishUniversity of SydneyPreverjeni e-poštni naslov na sydney.edu.au
Eva SchernhammerProfessor of EpidemiologyPreverjeni e-poštni naslov na channing.harvard.edu
Stefan SchrottUniversity of ViennaPreverjeni e-poštni naslov na univie.ac.at
Florian StebeggPhD Student, Columbia UniversityPreverjeni e-poštni naslov na columbia.edu
Nicolas PerkowskiFreie Universität BerlinPreverjeni e-poštni naslov na math.fu-berlin.de
Jan OblojProfessor of Mathematics, University of OxfordPreverjeni e-poštni naslov na maths.ox.ac.uk

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Mathias Beiglböck

Universität Wien

Preverjeni e-poštni naslov na univie.ac.at

mathematics


Naslov Razvrsti po navedbah Razvrsti po letniku Razvrsti po naslovu	Navedeno Navedeno	Leto
Model-independent bounds for option prices—a mass transport approach M Beiglböck, P Henry-Labordere, F Penkner Finance and Stochastics 17, 477-501, 2013	435	2013
On a problem of optimal transport under marginal martingale constraints M Beiglböck, N Juillet	270	2016
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	201	2016
Optimal transport and Skorokhod embedding M Beiglböck, AMG Cox, M Huesmann Inventiones mathematicae 208, 327-400, 2017	175	2017
Complete duality for martingale optimal transport on the line M Beiglböck, M Nutz, N Touzi	163	2017
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	103	2020
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	94	2019
Causal transport in discrete time and applications J Backhoff, M Beiglbock, Y Lin, A Zalashko SIAM Journal on Optimization 27 (4), 2528-2562, 2017	91	2017
Optimal and better transport plans M Beiglböck, M Goldstern, G Maresch, W Schachermayer Journal of Functional Analysis 256 (6), 1907-1927, 2009	83	2009
Sumset phenomenon in countable amenable groups M Beiglböck, V Bergelson, A Fish Advances in Mathematics 223 (2), 416-432, 2010	78	2010
All adapted topologies are equal J Backhoff-Veraguas, D Bartl, M Beiglböck, M Eder Probability Theory and Related Fields 178, 1125-1172, 2020	76	2020
Martingale Benamou–Brenier J Backhoff-Veraguas, M Beiglböck, M Huesmann, S Källblad The Annals of Probability 48 (5), 2258-2289, 2020	74	2020
Multiplicative structures in additively large sets M Beiglböck, V Bergelson, N Hindman, D Strauss Journal of Combinatorial Theory, Series A 113 (7), 1219-1242, 2006	70	2006
A trajectorial interpretation of Doob’s martingale inequalities B Acciaio, M Beiglböck, F Penkner, W Schachermayer, J Temme	67	2013
A short proof of the Doob–Meyer theorem M Beiglböck, W Schachermayer, B Veliyev Stochastic Processes and their applications 122 (4), 1204-1209, 2012	64	2012
Duality for Borel measurable cost functions M Beiglböck, W Schachermayer Transactions of the American Mathematical Society 363 (8), 4203-4224, 2011	62	2011
Estimating processes in adapted Wasserstein distance J Backhoff, D Bartl, M Beiglböck, J Wiesel The Annals of Applied Probability 32 (1), 529-550, 2022	58	2022
Monotone martingale transport plans and Skorokhod embedding M Beiglböck, P Henry-Labordère, N Touzi Stochastic Processes and their Applications 127 (9), 3005-3013, 2017	57	2017
Pathwise versions of the Burkholder–Davis–Gundy inequality M Beiglböck, P Siorpaes	49	2015
Pathwise superreplication via Vovk’s outer measure M Beiglböck, AMG Cox, M Huesmann, N Perkowski, DJ Prömel Finance and Stochastics 21, 1141-1166, 2017	45	2017

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