Publication | Date of Publication | Type |
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Convex monotone semigroups on lattices of continuous functions | 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 | 2023-10-13 | Paper |
Wasserstein perturbations of Markovian transition semigroups | 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 | 2022-06-15 | Paper |
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness | 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 | 2022-01-06 | Paper |
Representation of increasing convex functionals with countably additive measures | 2021-09-20 | Paper |
Duality theory for robust utility maximisation | 2021-08-27 | Paper |
Convex semigroups on \(L^p\)-like spaces | 2021-08-10 | Paper |
Large deviations built on max-stability | 2021-07-09 | Paper |
Martingale transport with homogeneous stock movements | 2021-06-02 | Paper |
Computation of optimal transport and related hedging problems via penalization and neural networks | 2021-04-23 | Paper |
Weakly maxitive set functions and their possibility distributions | 2021-03-28 | Paper |
Robust risk aggregation with neural networks | 2021-03-23 | Paper |
Parameter-dependent stochastic optimal control in finite discrete time | 2020-08-25 | Paper |
An Equilibrium Model for Spot and Forward Prices of Commodities | 2020-03-11 | Paper |
A semigroup approach to nonlinear Lévy processes | 2020-02-24 | Paper |
Pathwise superhedging on prediction sets | 2019-12-27 | Paper |
Stochastic integration and differential equations for typical paths | 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 | 2019-06-27 | Paper |
Multidimensional Markovian FBSDEs with super-quadratic growth | 2019-03-06 | Paper |
A pointwise bipolar theorem | 2019-02-12 | Paper |
Measures and integrals in conditional set theory | 2019-01-16 | Paper |
Robust expected utility maximization with medial limits | 2018-12-20 | Paper |
Kolmogorov-type and general extension results for nonlinear expectations | 2018-10-02 | Paper |
Duality Formulas for Robust Pricing and Hedging in Discrete Time | 2018-03-12 | Paper |
Multidimensional quadratic BSDEs with separated generators | 2017-10-25 | Paper |
Minimal supersolutions of convex BSDEs under constraints | 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 | 2016-12-21 | Paper |
Solvability of multidimensional quadratic BSDEs | 2016-11-15 | Paper |
Asymptotically stable dynamic risk assessments | 2016-09-06 | Paper |
Vector duality via conditional extension of dual pairs | 2016-08-30 | Paper |
PORTFOLIO OPTIMIZATION UNDER NONLINEAR UTILITY | 2016-08-26 | Paper |
Conditional \(L_{p}\)-spaces and the duality of modules over \(f\)-algebras | 2016-08-18 | Paper |
A note on robust representations of law-invariant quasiconvex functions | 2016-07-12 | Paper |
Dual representation of minimal supersolutions of convex BSDEs | 2016-06-27 | Paper |
Complete duality for quasiconvex and convex set-valued functions | 2016-05-25 | Paper |
Conditional Analysis on $$\mathbb {R}^d$$ | 2016-05-13 | Paper |
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences | 2016-04-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q2801414 | 2016-04-07 | Paper |
The algebra of conditional sets and the concepts of conditional topology and compactness | 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 | 2015-05-27 | Paper |
On a class of law invariant convex risk measures | 2014-12-17 | Paper |
Continuous equilibrium in affine and information-based capital asset pricing models | 2014-11-12 | Paper |
Brouwer fixed point theorem in \((L^0)^d\) | 2014-08-27 | Paper |
Risk Preferences and Their Robust Representation | 2014-07-11 | Paper |
Minimal supersolutions of BSDEs with lower semicontinuous generators | 2014-05-26 | Paper |
Minimal supersolutions of convex BSDEs | 2014-01-31 | Paper |
Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences | 2013-07-30 | Paper |
Approaches to Conditional Risk | 2013-01-25 | Paper |
Recursiveness of indifference prices and translation-invariant preferences | 2013-01-20 | Paper |
Representation results for law invariant time consistent functions | 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 | 2012-04-18 | Paper |
Dual representation of monotone convex functions on 𝐿⁰ | 2011-12-07 | Paper |
COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME | 2011-03-30 | Paper |
Separation and duality in locally \(L^0\)-convex modules | 2009-06-30 | Paper |
EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS | 2008-08-26 | Paper |
OPTIMAL NUMERAIRES FOR RISK MEASURES | 2008-05-22 | Paper |
Monotone and cash-invariant convex functions and hulls | 2007-07-19 | Paper |
Erratum: Coherent and convex risk measures for unbounded càdlàg processes | 2006-12-08 | Paper |
Dynamic monetary risk measures for bounded discrete-time processes | 2006-11-03 | Paper |
Coherent and convex monetary risk measures for unbounded càdlàg processes. | 2006-05-24 | Paper |
Coherent and convex monetary risk measures for bounded càdlàg processes | 2005-08-05 | Paper |