| Publication | Date of Publication | Type |
|---|
Weakly maxitive set functions and their possibility distributions
Fuzzy Sets and Systems | 2024-08-19 | Paper |
Convex monotone semigroups on lattices of continuous functions
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2023-10-26 | Paper |
Convergence rates for Chernoff-type approximations of convex monotone semigroups
| 2023-10-15 | Paper |
Nonlinear semigroups built on generating families and their Lipschitz sets
Potential Analysis | 2023-10-13 | Paper |
Wasserstein perturbations of Markovian transition semigroups
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2023-06-21 | Paper |
Convergence of infinitesimal generators and stability of convex monotone semigroups
| 2023-05-30 | Paper |
Nonlinear semigroups and limit theorems for convex expectations
| 2022-10-25 | Paper |
Viscous Hamilton-Jacobi equations in exponential Orlicz hearts
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2022-06-15 | Paper |
Marginal and dependence uncertainty: bounds, optimal transport, and sharpness
SIAM Journal on Control and Optimization | 2022-03-01 | Paper |
Convex monotone semigroups and their generators with respect to $\Gamma$-convergence
| 2022-02-17 | Paper |
Limits of random walks with distributionally robust transition probabilities
Electronic Communications in Probability | 2022-01-06 | Paper |
Representation of increasing convex functionals with countably additive measures
Studia Mathematica | 2021-09-20 | Paper |
Duality theory for robust utility maximisation
Finance and Stochastics | 2021-08-27 | Paper |
Convex semigroups on \(L^p\)-like spaces
Journal of Evolution Equations | 2021-08-10 | Paper |
Large deviations built on max-stability
Bernoulli | 2021-07-09 | Paper |
Martingale transport with homogeneous stock movements
Quantitative Finance | 2021-06-02 | Paper |
Computation of optimal transport and related hedging problems via penalization and neural networks
Applied Mathematics and Optimization | 2021-04-23 | Paper |
Weakly maxitive set functions and their possibility distributions
| 2021-03-28 | Paper |
Robust risk aggregation with neural networks
Mathematical Finance | 2021-03-23 | Paper |
Parameter-dependent stochastic optimal control in finite discrete time
Journal of Optimization Theory and Applications | 2020-08-25 | Paper |
An equilibrium model for spot and forward prices of commodities
Mathematics of Operations Research | 2020-03-11 | Paper |
A semigroup approach to nonlinear Lévy processes
Stochastic Processes and their Applications | 2020-02-24 | Paper |
Pathwise superhedging on prediction sets
Finance and Stochastics | 2019-12-27 | Paper |
Stochastic integration and differential equations for typical paths
Electronic Journal of Probability | 2019-09-19 | Paper |
Convex semigroups on $L^p$-like spaces
| 2019-09-05 | Paper |
A Fenchel-Moreau theorem for $\bar L^0$-valued functions
| 2019-07-11 | Paper |
Duality for pathwise superhedging in continuous time
Finance and Stochastics | 2019-06-27 | Paper |
Multidimensional Markovian FBSDEs with super-quadratic growth
Stochastic Processes and their Applications | 2019-03-06 | Paper |
A pointwise bipolar theorem
Proceedings of the American Mathematical Society | 2019-02-12 | Paper |
Measures and integrals in conditional set theory
Set-Valued and Variational Analysis | 2019-01-16 | Paper |
Robust expected utility maximization with medial limits
Journal of Mathematical Analysis and Applications | 2018-12-20 | Paper |
Kolmogorov-type and general extension results for nonlinear expectations
Banach Journal of Mathematical Analysis | 2018-10-02 | Paper |
Duality Formulas for Robust Pricing and Hedging in Discrete Time
SIAM Journal on Financial Mathematics | 2018-03-12 | Paper |
Multidimensional quadratic BSDEs with separated generators
Electronic Communications in Probability | 2017-10-25 | Paper |
Minimal supersolutions of convex BSDEs under constraints
ESAIM: Probability and Statistics | 2017-01-12 | Paper |
Measures and integrals in conditional set theory
| 2017-01-10 | Paper |
Duality for increasing convex functionals with countably many marginal constraints
Banach Journal of Mathematical Analysis | 2016-12-21 | Paper |
Solvability of multidimensional quadratic BSDEs
| 2016-11-15 | Paper |
Asymptotically stable dynamic risk assessments
Statistics & Risk Modeling | 2016-09-06 | Paper |
Vector duality via conditional extension of dual pairs
| 2016-08-30 | Paper |
Portfolio optimization under nonlinear utility
International Journal of Theoretical and Applied Finance | 2016-08-26 | Paper |
Conditional \(L_{p}\)-spaces and the duality of modules over \(f\)-algebras
Journal of Mathematical Analysis and Applications | 2016-08-18 | Paper |
A note on robust representations of law-invariant quasiconvex functions
Advances in Mathematical Economics | 2016-07-12 | Paper |
Dual representation of minimal supersolutions of convex BSDEs
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-06-27 | Paper |
Complete duality for quasiconvex and convex set-valued functions
Set-Valued and Variational Analysis | 2016-05-25 | Paper |
Conditional analysis on \(\mathbb R^d\)
Springer Proceedings in Mathematics & Statistics | 2016-05-13 | Paper |
Equilibrium pricing in incomplete markets under translation invariant preferences
Mathematics of Operations Research | 2016-04-15 | Paper |
On the group level Swiss Solvency Test
Mitteilungen. Schweizerische Aktuarvereinigung (SAV) | 2016-04-07 | Paper |
The algebra of conditional sets and the concepts of conditional topology and compactness
Journal of Mathematical Analysis and Applications | 2016-02-12 | Paper |
Duality for increasing convex functionals with countably many marginal constraints
| 2015-09-29 | Paper |
Minimal supersolutions of BSDEs under volatility uncertainty
Stochastic Processes and their Applications | 2015-05-27 | Paper |
On a class of law invariant convex risk measures
Finance and Stochastics | 2014-12-17 | Paper |
Continuous equilibrium in affine and information-based capital asset pricing models
Annals of Finance | 2014-11-12 | Paper |
Brouwer fixed point theorem in \((L^0)^d\)
Fixed Point Theory and Applications | 2014-08-27 | Paper |
Risk preferences and their robust representation
Mathematics of Operations Research | 2014-07-11 | Paper |
Minimal supersolutions of BSDEs with lower semicontinuous generators
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-05-26 | Paper |
Minimal supersolutions of convex BSDEs
The Annals of Probability | 2014-01-31 | Paper |
Weak closedness of monotone sets of lotteries and robust representation of risk preferences
EAA Series | 2013-07-30 | Paper |
Approaches to conditional risk
SIAM Journal on Financial Mathematics | 2013-01-25 | Paper |
Recursiveness of indifference prices and translation-invariant preferences
Mathematics and Financial Economics | 2013-01-20 | Paper |
Representation results for law invariant time consistent functions
Mathematics and Financial Economics | 2013-01-20 | Paper |
A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents
| 2012-12-30 | Paper |
A von Neumann-Morgenstern representation result without weak continuity assumption
Journal of Mathematical Economics | 2012-04-18 | Paper |
Dual representation of monotone convex functions on 𝐿⁰
Proceedings of the American Mathematical Society | 2011-12-07 | Paper |
Composition of time-consistent dynamic monetary risk measures in discrete time
International Journal of Theoretical and Applied Finance | 2011-03-30 | Paper |
Separation and duality in locally \(L^0\)-convex modules
Journal of Functional Analysis | 2009-06-30 | Paper |
EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
International Journal of Theoretical and Applied Finance | 2008-08-26 | Paper |
OPTIMAL NUMERAIRES FOR RISK MEASURES
Mathematical Finance | 2008-05-22 | Paper |
Monotone and cash-invariant convex functions and hulls
Insurance Mathematics & Economics | 2007-07-19 | Paper |
Erratum: Coherent and convex risk measures for unbounded càdlàg processes
Finance and Stochastics | 2006-12-08 | Paper |
Dynamic monetary risk measures for bounded discrete-time processes
Electronic Journal of Probability | 2006-11-03 | Paper |
Coherent and convex monetary risk measures for unbounded càdlàg processes.
Finance and Stochastics | 2006-05-24 | Paper |
Coherent and convex monetary risk measures for bounded càdlàg processes
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Maxitive functions with respect to general orders
| N/A | Paper |
Evolutionary semigroups on path spaces
| N/A | Paper |
