Florian Stebegg

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Liquidity Provision with Adverse Selection and Inventory Costs Mathematics of Operations Research	2024-02-27	Paper
Liquidity Provision with Adverse Selection and Inventory Costs Mathematics of Operations Research	2024-02-27	Paper
Climate change adaptation under heterogeneous beliefs Mathematics and Financial Economics	2022-07-15	Paper
Fine properties of the optimal Skorokhod embedding problem Journal of the European Mathematical Society (JEMS)	2022-03-29	Paper
Multiperiod martingale transport Stochastic Processes and their Applications	2020-02-24	Paper
Robust pricing and hedging around the globe The Annals of Applied Probability	2020-02-21	Paper
Robust pricing and hedging around the globe The Annals of Applied Probability	2020-02-21	Paper
Canonical supermartingale couplings The Annals of Probability	2018-11-08	Paper
Canonical supermartingale couplings The Annals of Probability	2018-11-08	Paper
Monotonicity preserving transformations of MOT and SEP Stochastic Processes and their Applications	2018-04-13	Paper
The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting Bernoulli	2018-03-27	Paper
The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting Bernoulli	2018-03-27	Paper
Root to Kellerer Lecture Notes in Mathematics	2017-06-22	Paper
Multiperiod Martingale Transport (available as arXiv preprint)	2017-01-01	Paper
Model-Independent Pricing of Asian Options via Optimal Martingale Transport	2014-12-03	Paper
Model-Independent Pricing of Asian Options via Optimal Martingale Transport (available as arXiv preprint)	2014-01-01	Paper

Research outcomes over time

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